Temperature is a human invention, it doesn’t exist in nature. What exists in nature are particles with differing amounts of thermal and kinetic energy. Temperature is a measurement of the average kinetic energy of the particles in an area. But just like with the average height of people in a room, there’s no guarantee that any particular particle is equal to that average.

Now, having got that out of the way, the way our bodies work is that they seek a thermodynamic equilibrium. That is, they try to match the amount of heat (thermal energy) lost through the skin to the amount of heat produced internally by metabolic processes. One way to achieve this is through the evaporation of sweat. This requires good airflow, however, which heavy blankets prevent.