Physical differences in how the body generates and retains heat significantly impact perceived warmth in the legs.
If cold legs are persistent or accompanied by other symptoms, they may be linked to specific conditions: I am a woman. Why am I always so cold? - McGill University
Being generally smaller, women have a higher surface-area-to-volume ratio . This means they have more skin surface relative to their mass, causing them to lose body heat more rapidly. 3. Biological Priority: The Core vs. Extremities