Well they often didn’t. People still die from cold winters and hot summers, especially old people. Air conditioning and heating is not a luxury for some of these people.
Speaking of burning things in stoves, this reminds me of a way to get people to burn all sorts of nasty things in wood stoves:
Tax the crap out of electrical energy and/or fossil fuels.
Make people pay a lot to dispose of their trash.
It's good to remember that the road to hell is paved with good intentions.
If you can use power to heat/cool, you don't have to put a door in the climatically optimal position, you can put it wherever you want. So people do nowadays.
That's all, really.
No, let me give an example: if you have big windows towards the sun, the sun will heat the air behind those windows. You can then design the house so that the air stays mostly in place and the energy input will heat the house, or so that the energy input will stimulate airflow. Or you can forget about that when you build and just use air conditioning to heat/cool the house.