I have not seen this said yet. But birds and other ducks have a counter-current heat exchange system between their arteries and veins in their feet. Basically, the arteries and veins in the legs are closely toward where heat exchange from the artery to the vein can take place. Warm artery blood goes to cold feet and makes it way back to heart. On the way back to the heart heat exchange from the artery warms up the vein blood. That is how they can swim in cold water.
Basically birds thermoregulate differently than mammals like humans do. Mammals use hair or fur to keep warm because they can’t change their base metabolic rate easily. Birds usually just change their base metabolic rate to create more heat. Also their feathers are a better insulator than most hair, and they have a different blood circulation system to prevent extremely cold blood from the extremities from going straight back to the heart.
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