Wind and ice make things colder, while snow insulates, yeah. Those distinctions definitely matter, yeah.
Well, we maintain temperature by producing body heat faster than the cold can leach it. The colder things are, the faster heat is leached. For healthy people, they're not really at risk until much colder temperatures, but for those who can't generate body heat at a normal rate, differences in temperature can become a lot more demanding. Similarly, wind strips away body heat in an instant regardless of one's circumstances, so it's a significant problem for anyone.
(Of course, up to a point, you can mitigate both ambient cold and the effects of wind a fair bit with quality winter clothing.)
To sum up, the wind is definitely a major concern all-around, but there are also those of us who have problems just with the cold alone. :S

Celsius and Kelvin are actually the same measurement standard.

degree Celsius is a special name for the kelvin for use in expressing relative temperatures, and the magnitude of the degree Celsius is exactly equal to that of the kelvin

Kelvin is used for science-related matters, Fahrenheit is for expressing precise relative temperatures, and Celsius is the unintuitive black sheep of the otherwise superior [in terms of intuitiveness] metric system. (Sorry, you should not have to use decimal points to express how the weather makes you feel. That's how mathematicians are born, y'know!)

Ahem. So in sum, pretty sure we won't be using Kelvin for this conversation, since it's basically just a better version of Celsius that people outside of scientific fields inexplicably neglect in favor of Celsius. (Kelvin is Celsius + 273.15, for reference.)

Personally, I find utilizing a range between 250 and 300k much more intuitive than Celsius's comparable -23 to 27 [the comparable range in F would be -10F to 82F], so it doesn't even seem to have clear utility as far as making temperature notation more intuitive.

Of course, that unintuitiveness is understandable, given that Celsius was based exclusively around the freezing and boiling points of water [0 and 100C, respectively] at 1 atmosphere of pressure. Since none of that relates to human perceptions of temperature, and given that such measurement is not only arbitrary (and meaningless as far as benefits) in its associations but also deeply unreliable due to how widely atmospheric pressure varies location to location, the entire concept of Celsius is nonsensical, especially for its current meteorological utilization.

To sum up, I totally would have gladly substituted Kelvin in place of Celsius, but I decided to go with the option people'd more intuitively comprehend. :P

I will never wear anything to bed though!

My indifference towards wearing clothes has always easily succumbed to the overwhelming practicality of wearing them. :P
Trying to get out of bed into a freezing room while wearing nothing, sounds like one hell of a punishment game. :X

grins crazily

Yeah, that's just what I'd expect from a south hemisphere-er. 😒

View attached image.

You can't just leave the window very, very slightly cracked (sticking something in [eg, a popsicle stick] to keep it from closing, if it won't hold in that position naturally)? I'd assume having a stready, small drain on the heat would keep it pretty well checked, and since you can so reliably count on your neighbors to keep their heat on, you shouldn't have problems with any drain becoming too pronounced in its effect (say, if you leave the window that way overnight). Similarly, if it does get chilly, you can just fully close the window.

It's a wee bit [energy-]wasteful of an approach if you leave it that way for too long, admittedly, though.