It has long seemed evident to me that women are more prone than men to needing additional warmth - I have observed this in several countries and on more than one continent. One assumes this is because of biological differences between the sexes (circulation, where/how fat is stored, etc.).
However, outside the UK it has always seemed to me to be a difference in preference by perhaps at most 2 degrees Celsius but in the UK it is often a huge difference, not uncommonly 5 degrees. The only explanation I can think of is that this is habit related - what you are used to is comfortable and, of all the countries I have experience of, heating levels are habitually the lowest in the UK (often only a very short period with a point source like an artificial "fire" daily) with temperatures for months on end perhaps rarely above 15 degrees and never above 18 in very many houses (and then perhaps only in one or two rooms, the rest truly cold). People brought up in cold conditions will prefer to live like that but visitors to Britain often mention how cold it is (and the natives do not disagree) but that is to a large degree due to indoor temperatures rather than the weather per se. Nowhere do I find public spaces (airport terminals, bus stations, buses, etc. as cold as in the UK for most of the year.