Originally Posted by Skybird

You fall for an old myth, that the isolation effect of body fat is what decides this, but we know that this assumption is wrong. We are no seals in cold water. Decisive for human body' thermo-homeostasis is the production of warmth inside the body, and this is not produced by fat, but by muscles and metabolic activity. Since the male body has more muscle mass than the female body, it produces more warmth, and thus the body is better heated.

On average, the male body contains 40% muscles and 15% fat, the female body contains 25% muscles and 25% fat. Go figure.