Fat also keeps the body warm. I observed that when I get lean I feel much colder in winter than when I am a bit softer.
0.0% is very impressive!
It should be mentioned that...Jim Quinn said that they did a skin fold measurement which showed 0.0% bodyfat on Flex Wheeler at the Gold's in Venice one week before the 93 Mr. Olympia. He also said Flex was the only bodybuilder to ever do that.