Keeping warm via hot air: works by conduction, but not conduction like sitting bareassed on a warm block of steel (much heat transferred to you per second),
but via super UN-dense air, with minuscule ability to store heat (per cubic foot) than eg steel.
I recall from a thermodynaics course eons ago that whatever the materials, the amount of heat energy flowing from one to the other, per second, is 100% *proportional* to the temperature *difference* between the two.
So, while an 80-degree (F) block of steel would be able to transfer enough heat to you (r butt) to keep you toasty comfortable even with an open window with 30 or 40 degrees outside, perhaps, no can do via hot air. Temp diff must be much greater than the 99.6 - 80 = 20-degree difference via the block of steel.
So you gotta blow hot air at you for the same warming, but so hit that it's stifling (sp?), making you feel really crappy, even nauseaous.
Then, there's heating via radiation, like by a cast-iron radiator, an electric (fanless) radiator, the sun, etc.
Those pictures of resort-like ski-areas, all these people lying around a swimming pool, in their bathing suits, when it's maybe 30-degrees -- they're kept warm by radiation from the sun (and by having the wind blocked).
And it's a *much* nicer experience than being kept warm only by a blast of hot air (sun blocked from warming you).