Your question is so broad, as to be practically useless. You ask "why" three times, with no work to show for it except ..."why?"
Consider: Polar bears live much of their lives in the open Arctic. I would die rapidly in that same situation. We are both warm-blooded mammals. We both lay down body fat as insulation, and we both grow hair. Why don't I just grow more fat, fur and live in the open Arctic?