I found that about 8 years ago, my cold tolerance reduced a bit. I was chatting with a friend, that particular topic came up and she pointed out that that was around the time I started taking my fitness more seriously (running at the time, picked up regular cycling too a few years later) and trimmed out what small amount of fat my body had, effectively shedding my natural insulation. What's interesting is my my weight really didn't change much but how I carried it and where did.