Perhaps you were so cold because you are used to the insufferable heat of Arizona.
I lived in Scottsdale for 3 years, working at The Phoenician. It was like living in hell. And I just loved it when they told me "But, it's a dry heat".
I reminded them that my oven also produced a "dry heat" but I sure as hell wasn't going to live in it!!
But, you are right, we have thin blood here and thank goodness the weather is starting to warm up, because it's been a cold winter. No rain, but cold. When it drops below 80 out here we natives start to freeze and all the winter visitors are walking around in shorts at 50 degrees and we're wearing sweats.