Insulating gas fireplace?

Boy it's cold in the family room, much colder than the rest of the house. Even though my gas fireplace glass is sealed, you can still feel the cold radiating from it. I pulled a few items and looked behind, there is no insulation between the outside and inside except my exterior house wrap under the siding. Is this normal? Our final 12 month punchlist is due and I don't know if I should add this as they will argue. Thanks
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is the flu closed?

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It is one of those always open type, tunneled, curved with a shield.

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