We are no longer cavemen so we don't need any extra padding.
That still does not account for the immune system. Being at a low bodyfat% puts a strain on the body. I would bet that people at 6% bodyfat, are more likely to get sick (and more often) then someone who is at 15% bodyfat. (Knock on wood) I rarely get sick, but I can remember getting a few doozies when I was at my leanest.
When you are hardcore weight training/dieting, your body is getting abused on all fronts.