I'm cold, too - but I think it has more to do with the weight loss.

Here's my theory: when your body has extra fat, you need more blood volume to supply the fatty tissues. When you lose fat, your blood volume self regulates and you lose some through the kidneys/renal system. However, the amount of skin you have doesn't change nearly as quickly. So you have a relatively large surface area of skin that is now "serviced" by less blood (which is a heat conductor). Also, the blood isn't being circulated as quickly, because your heart rate/blood pressure are lower...