the question is twisted.
when you feel cold it may mean you are burning fat ala druing a fast, if you feel hot all the time it could mean your body is sick.
but you are overthinking things a bit much here. the truth is humans do not belong in the cold, we have no fur or blubber to protect us from cold and we can die from hypothermia in minutes if exposed to freezing temps. we evolved from the jungles of Africa. those that live in cold climates i'm not sure what to tell ya