I've lost about 50-60 pounds of bodyfat in the last couple of years, and you definitely get cold more often at lower (normal)bodyfat levels. my hands and feet used to always be warm in the winter, now they're always cold.
It's also worse when you're dieting, I guess that's the thyroid or whatever (even with refeeds). or maybe less digestion-caused thermogenesis, I don't know.