Then I have a few that get under the fleece liner to sleep even when it's rather warm. We kept pulling them out yesterday because it got a bit too hot (person is coming to look at ac) but they always looked fine and annoyed they were removed from their fleece. They returned to sleeping between the layers when released again.
AFAIK, the way fleece's and blankets work for humans is because we're not hairy, and thus lose a lot of body heat to the outside environment. Blanket's don't actually CREATE heat, they're just insulators, that TRAP heat.
Maybe chins, being so fluffy, don't find any difference between blanket and non-blanket, in terms of heat insulation?
In fact, I once kept a pack of ice frozen by wrapping it in blankets and stuff on a hot day... some non-physics minded friends were confused by this though lol! (sadly I goofed cause I forgot the blankets would get wet from condensation)