You definitely could do this @ash, but this requires additional steps (such as creating new account), and because we aimed for safe & simple solution for most of the users, we decided to not implement that into our voting tool.

If you are technical enough, I wrote some instructions how to achieve that via cleos running under docker for simplicity.

BEWARE, AS THIS IS NOT AN OFFLINE SOLUTION IF THERE IS MALICIOUS SOFTWARE ON YOUR COMPUTER YOUR PRIVATE KEYS COULD BE THEORETICALLY STOLEN.

If you desire to take your own risk, do as it follows:

Start EOS container. You want to execute next commands in this container withcleos <endpoint_adress> prefix. You can throw container away when you're done.
docker run -it eosio/eos:v1.0.1
Create new wallet, open it, unlock it and import your cold wallet account private key.
wallet create
wallet open
wallet unlock
wallet import <your_cold_wallet_account_private_key>
Create pair of keys for your hot wallet. Make sure to save your hot wallet private key somewhere safe.
create key
Create your hot wallet account
system newaccount <your_cold_wallet_account_name> <your_hot_wallet_account_name> <hot_wallet_owner_key> <hot_wallet_active_key> --stake-net '0.25 EOS' --stake-cpu '0.25 EOS' --buy-ram-kbytes 8
Register new hot wallet account as a proxy for voting.
system regproxy <your_hot_wallet_account_name>
Proxy your vote.
system voteproducer proxy <your_cold_wallet_account_name> <your_hot_wallet_account_name>

As I said before, it requires additional steps. We might consider making it safer and simpler in future, but I don't want to make any promises just now.