My friend isn't a triathlete--and it's not something I aspire to, myself!
I have two sisters. One is a professional equestrian trainer. She is in great shape. The other has more of a sedentary lifestyle like me. She's overweight.
The horse woman is always cold. We chunky sisters are not.
Oh--when I was at my low goal weight, I also felt cold. Both my friend and I were carrying extra clothes everywhere. But clearly, we weren't cold for the same reasons.