Not many of us live in unheated castles any longer (not that many of us ever did), and that is generally a sign that civilization has progressed somewhat. Still, it is a shame to be denied the opportunity to wear certain things. Consider, for example, the velvet smoking jacket.
Velvet of course is the material of choice for rooms full of cigar fumes as it does not pick up the smell of smoke (which is why those velvet smoking fezes of Turkish origin were worn a century ago). And I will be the first to admit that I have a smoking jacket that is a lightweight velvet thing meant to be worn as a black tie substitute, unadorned but for black satin lapels and perfectly comfortable for dancing in the heated and completely smoke free ballroom at my club. But wearing a modern structured jacket is simply not the same as drinking one's coffee in a velvet robe with quilted lapels, piped pockets, and a tasseled belt, in a room with open windows to keep the temperature below sixty degrees (15 C).
In those circumstances it can feel cool to be warm in the cold, if you know what I mean.