Hard to say, but it may just be the cool weather. Either the pollinators aren't very active because of the cool weather, or the flowers just won't set fruit because of the cool nights. I'm sure there are pollinators where you are. The papaya in my garden self-pollinates somehow but I never see the pollinators on it either. I honestly can't recall if it sets fruit in the winter.
That being said, there's no harm in trying it so go ahead if you want to.
