It's the ECS, or Envirnmental Control System. The theory goes that air is pumped through a heat exchanger of some kind, and then "cold air" comes out, thus providing control of your internal environment.
What actually happens is that somebody from another detachment, workcenter, squadron comes and steals your sound proofing/ducting, and all the "environmental control" is directed at the transmission, thereby leaving the pilots up front to bathe in the glory of their own sweat.
Don't know the details of the CG's Jayhawk, nor have I watched the show, but it's surprising that you see that. I've seen it in other shows as well. I say that because in the Bravo, at least, in a SAR type of hover, we would turn on a switch that makes the engines work harder if needed, which turns off the ECS. I've never bothered to look at the Jayhawk collective, so not sure if they have that or not. I know the Blackhawks don't. But then again, do the Blackhawks have ECS? I've only been in a sim, so I'm not sure.