>From my experiential point of view: the WHM doesn't warm your body, you simply don't get cold
Does not compute. Have you violated the Laws of Thermodynamics?
So it's not like you're an inert lump out in the elements. You have the caloric equivalent of several gallons worth of gasoline in your body somewhat readily burnable (obviously at the tail end you'd start to look a little worn out). Systems like Wim Hof give you the ability to consciously tap into that energy reserve with enough practice.
Also think about tiny animals like squirrels out in the elements all winter. Yes natural insulation plays a small role, but let me give you a fur coat and some nuts and see how long you last. ;) Not to mention surface:volume ratio much worse than humans. They're natural Wim Hof masters.
Anything that reduces that vasoconstriction (or actively dilates your blood vessels) will significantly delay the onset of frostbite. On net your body will lose heat faster as a result, but that can be offset by engaging other systems in your body responsible for generating heat.