Yes, it's just one of those things you have to live with if you're going to fly on a Korean carrier. I haven't flown KE for a while now, but from the best of my memory, KE planes are a bit warmer than OZ planes. OZ planes are also typically cooler in business class, than in economy. Not sure if KE has the same policy or not.
I was just thinking about this today, as I'm in Korea right now and was riding the subway and there was no ventilation running in the carriage, due to the cool temperatures outside. With all the people crowded inside, the temperature was quite hot, and I saw several Koreans fanning themselves, even though they were still wearing coats/jackets. In thinking about this, I realized something though. In all my travels around the globe, I seem to be the least likely to catch a cold/flu when I'm in Korea compared to anyplace else. I think it's probably because cold/flu viruses typically are much easily transmitted across cool air, rather than warm air, and most public transportation or other crowded indoor places in Korea are typically warmer than in most other countries during the winter. So I just thought I'd comment on one perhaps advantage to having a bit warmer than desired cabin temperature, especially with all the worries about flu these days (though admittedly the H1N1 virus seems to not be so restricted by the temperature as other cold/flu viruses).