I found the same when I worked in UK. I'm from Poland and in the winter everybody wear winter clothes even if it's 5C. Homes are well insulated and heated.
People in UK by default wear much colder clothes so they are more used to cold. The end effect was that me and my friend were going everywhere in coats while everybody else was in their shirts :)
What's funny is that people that moved to Poland from Siberia had similar experience. They were cold in our houses because it's "just" 18C while they are used to 25-30C inside because of constant heating.