They have fur...

Our cat doesn't come to rooms that are warmer until the one they're in is about 16°C, so I think they only get chilly at or below that temperature. They're short haired but the winter coat still looks comfy warm to me, like I'm also fine in bed once my blanket is warmed up

Probably if you have a naked cat it's different, as well as individual preferences, but they don't need a warmer climate just because their inner temperature is higher. Our "european shorthair" lives in the same climate as we do