There are several species of penguins that live exclusively on the Antarctic continent (except for the ones in zoos). It's their natural habitat, so of course they need it. The warming of the oceans recently resulted in the deaths of around 10,000 Emperor penguin chicks. They don't have waterproof adult feathers at that age, so they're unable to swim to safety. They drowned.
Those in South Africa are nothing like the true Antarctic species: Emperor, King, Adelie, and so on.