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I'm not an expert on this, but I'm pretty sure it's more because of their diets and pre-asteroid adaptations to survival. Because of the dinosaurs, mammals of that time were already adapted to scavenging, finding bits of food everywhere, and hiding in burrows. Dinosaurs though, at least the feathered ones, were hunters that were adapted to moving over large areas, accustomed to abundance of various prey.

The ash and dust, with the drastically reduced number of surviving animals, changed the rules of the game for them, while the mammals just experienced increased difficulty level.

And dinosaur evolved in that period to more develop the feathers they already had, at least those who had a chance to survive, today we know them as Avian dinosaurs aka birds.

from what i understand is not far off LilRora's point. basically, the asteroid impact was the catalyst that accelerated the existing decline of the dinosaurs. before the asteroid, non-avian dinosaurs were already on the decline because they were large and most were carnivores so they required A LOT of food.

when the asteroid impacted, aside from the megafires that broke out and the megaflooding of parts of the american continents and the losses from the impact itself, astounding amounts of material were thrown into the atmosphere. this caused a 'nuclear winter' situation on steroids and impacted plant growth. this cascaded up the food chain with dramatic effect.

with less plant growth, it meant competition for the remaining plant life was higher and thus the number of herbivores declined. less herbivores and more competition occurred for carnivores. add on to that shorter breeding sseasons and harsher conditions and you had hell for large lifeforms, especially land-based ones.

the end result was that EVERY land animal that weighed over 25kg died off over a period of time as there was not enough food to sustain them. every modern animal will trace it's lineage all the way back to one of the small animals that survived because of their size and efficiency.

one last thing: there was no ice age at that time, it's a misconception. the planet was undergoing a LOT of climate change already at the time. the asteroid just made things worse for a period.
After the dinosaurs and other large animals went extinct, though, plants started to thrive again