Definitely, I totally know what you mean! I think it's totally normal and understandable - I see excess fat as "insulation" and when you lose lots of it, it makes sense to feel the cold more!
I don't like being cold, but I really appreciate being able to feel the cold now, because it means I can have much more fun with my clothes! I've never been able to layer my clothes because I've always felt too hot. And I'd always envied people who could wear lots of nice layers, I think it looks interesting
But now I can cover up a whole lot more, and layer things, without feeling too hot. It's great!