In such a mild, warm climate as San Diego's, where you can pretty much do any outdoor activity year round, ice skating isn't something we typically engage in like we would, say, surfing. It's largely a circumstance of geography and climate - we don't freeze our butts off in the winter, so we don't indulge in some of the benefits of winter like frozen lakes and ponds. When you grow up with that, ice skating - and ice hockey by extension - is part of your upbringing.
In any event, there are actually several permanent ice skating rinks in San Diego County and, during the winter holiday season, there sprout a few outdoor ice rinks, to get yourself into the winter wonderland holiday spirit. Now, if ice skating indoors in San Diego is a bit out of place, just think how odd it must be to ice skate outside in 70 degree weather. Only in San Diego.