Can't make an omelette without breaking any eggs... 
And if you have guests, especially from the temperate zones, you turn up the heat...
Turning up the heat is one thing. Turning it up so much that it makes the castle look like this is another.
(But yeah, those Spanish soldiers probably got quite the shock when they discovered how different Scandinavian and Spanish winters are. And then they defected after the castle burned, as they didn't want to spend the winter outdoors...
Also it fits the stereotype of the lazy Spaniard that one fireguard was sick, but didn't report it and the other just left his post.
)
"It was decided that 30.000 French and Spanish soldiers were to be stationed in Denmark to assist in a campaign to recuperate the Scanian lands lost to Sweden 150 years earlier.
The Spanish soldiers arrived during the winter of 1808 and were quartered at Koldinghus under the supervision of their French commander Jean-Baptiste Bernadotte (later to become king of Sweden and Norway). The Scandinavian climate typically being somewhat colder than that of Spain and France reportedly resulted in much activity around the furnaces and stoves to the extent of even furniture being set alight. This combined with the unusually large number of people concentrated in the castle may have been contributing factors to the fire which erupted in the early hours of a winter night.
The danger of a fire had been anticipated and fire guards had been posted to patrol the castle throughout the nights. However, one was ill and had not reported that he stayed home and the other had left his post for some hours. In any event, the fire was discovered all too late to salvage the main buildings. Only the “Giant tower” remained untouched by the flames.
Another unhappy turn of events saw the Spanish contingent defect and return to Spain at the prospect of spending the Danish winter nights without shelter."
(Today it has been rebuilt, although one of the four wings has been left ruined to show how damaged it was. The destruction of that castle actually is quite a loss for history.)
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