I know very many people with autoimmune diseases that struggle with the cold. I am one of those people. Its not just that you're a bit chilly, its that the cold is actually painful. One time, despite being on holiday in a very hot and tropical area, I still wanted my jumper because it wasn't quite hot enough. My mum wouldn't let me have it: she told me I'd overheat. She was probably right. And, despite knowing its horrible for your skin, I bathe in hot water ONLY. Cold water is painful.
I don't really know why it seems people with autoimmune arthritis and related diseases seem to be affected by cold more. There doesn't seem to be much research out there about why feeling freezing is so common (if you come across any, let me know!). I think two of the best things you can do for a person with Arthritis, lupus or anything like that, Is to offer an extra jumper or blanket when it's cold and to never force them into a swimming pool.