A reason modern society uses so much energy to heat living environments is that we no longer wear the type of clothing we are adapted to. Our ancestors wore furs. What could they offer that cloth does not?
The main reason fur is so effective is that the leather does not permit too much evaporation. Cold, dry air during winter has an extra chilling effect due to that evaporation. The leather slows that process.
Another reason is the insulation quality of the fur. This property is due to the abundance of tightly packed hair follicles which trap air. The thickness of the leather adds a bit more insulation, too.
Even though treatment of animals is an important concern, we may have to reconsider the fur option as a potential compromise for the benefit of our overall planet’s health. We need to find ways to leave a smaller footprint on Earth.