Its basically a fact of weight loss. When you are puting less fuel into the body, you use the fuel you have and you begin to lose some of the extra insulation that has kept you so warm.
During the fat burning state our bodies have changed the way that they burn what fuel we are using and thus, our body chemistry is changing.
Also, during a fast weight loss, our bodies have less time to adjust to these changes and it can throw off our equilibrium with regards to heat.
Its all a byproduct of the plan and the weight loss. Perhaps not an enjoyable one, but just think of how great you will feel when its done.