The problem might be related to low relative humidity. The colder the outdoor temperature, the more heat must be added indoors for body comfort. However, the heat that is added will cause a drying effect and lower the indoor relative humidity, unless an indoor moisture source is present.
As an example, a comfort level of 70°F at 50% RH feels more like 65°F at 20% RH, a very typical humidity for a home without humidification.
|Apparent Temperature for Values of Room Temperature and Relative Humidity|
Finally, there are solid (and cost-effective / green) tips to be found here: 6 Ways to Humidify Your House (Without a Humidifier)