Wet air is actually warmer.
|The rate of evaporation of sweat is massively greater in dry air. I can tolerate 50°C in a dry desert but am suffering in tropical damp heat of 35°C.
In winter it is the wind and the low *absolute* humidity that punishes.
I think the issue with people from cold countries was highlighted by my niece, who moved to te UK from Sweden at one point. There was snow on the ground and it was -5 °C but I dressed in simply a T shirt and IIRC a fleece. And drove to see her...
'Where is your winter coat?'
'Don't need one - 50 yards from the car to your door isn't going to kill me'
And that is it really, in cold climates people expect clothes with several inches of insulation and a windproof outer layer *as a matter of course*. We are more used to milder temperatures so we simply don't bother with all that arctic level crap.
And then feel cold as a result