Here’s a story that made the rounds in 1898. Despite an unfortunate stereotype by having silly “Indian-speak”, it does make an interesting point.
Why He Wasn’t Cold
The Marquis of Lorne, when governor general of Canada, was present at some sports held on the ice of the St. Lawrence. Though wrapped in furs, he felt the cold keenly, and was astonished to see an ancient Indian meandering around barefoot enveloped only in a blanket. He asked the Indian how he managed to stand such a temperature when he had so little on.
“Why you no cover your face?” asked the Indian.
The marquis replied that no one ever did and that he was accustomed to have his face naked from birth.
“Good,” replied the prairie king; “me all face,” and walked away.
Our faces regularly withstand colder temperatures just fine. It’s because they get plenty of warm blood.
And once you take off shoes that restrict blood flow and that prevent the natural motion that exercises muscles and tendons and ligaments, feet can also get a lot more warm blood and stay warmer than you’d ever expect.
Sometimes you have to let them be “all face”.
Ahcuah 
I have read the same story about some Ancient Greek traveller and a naked Scythian philosopher or ascetic. So the plot must be literally several thousand years old.