Except he did want a cold gun to slow down the Flash. It's said in his debut episode. I don't know how far you are in The Flash or if you've watched Legends of Tomorrow where Captain Cold is part of the main team, but he doesn't have the personality you're describing. His speech is monotone, but it's pretty clear what he enjoys and what pisses him off. The killing thing is different from the comics, but they get there in the show. In fact, most of your complaints are things developed into.New Earth/Animated Mr. Freeze, coldhearted personality and weird obsession with freezing by which I mean(first ep, never once did Snart specify why he needed cold weaponry). From what I've seen and read, Captain Cold was oddly enough a hot-blooded villain prone to anger and passion, as well as someone who'd stave from murder unless he needed to.....unlike the CW show where he killed a mofo in his first outing.
Actually, Captain Cold should've come later after the Flash was more public knowledge, that way him happening to choose the perfect stolen weapon to combat him would make ALL the sense.
Remember Daredevil season 1? Think of it like him and the costume; he didn't have it most of the season, but eventually the show got there. Same with The Flash.