Our body temperature drops when we sleep. It is a well documented phenomena and there are a number of reasons, not all of them are known. It is believed that the warming of the body from the sun is one of the signals our brain uses to regulate our sleep-wake cycle, though now that we have developed climate controlled houses in the last century we no longer are subject to the naturaul daily cycle of weather.
Another redditor did mention that our body will thermoregulate according to the temperature under the blankets, and that is another small reason why you may feel so cold when you remove the blankets.
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