in pictures 1 and 3 there is a handle on the duct, CLOSE it!!!
a little education;
this is a fresh air intake and not combustion air for the furnace. this can be on any unit,(gas, electric, oil) not just a 90% furnace.
as has been said this needs to be addressed by the installation company. others can speak to the effectiveness of insulation on that pipe, but why bring in cold or hot air to condition it, especially in extreme temperatures!!??
Because a fresh air supply no less than 12' upstream of the blower is code in this jurisdiction.
The damper is cut in half to prevent closing off the supply completely.