What, frozen vaginas?
Can't speak for all of us, of course, but no, I don't get that.
Neither do I get cold legs: I just wear 2 pair of leggings if it is really cold, say around 0.
No particular make of leggings, just one pair thermal plus another pair on top.
Recently I got some
Altura Winter Cruisers, they are comfy, yes, but not any warmer than most winter sports leggings.
At the beginning of the year I set out at -5 on a slow group ride (won't do this again in January!), the only bits of me that were cold were my feet and my face a bit.
I haven't yet discovered suitable winter shoes for cycling, so I just wear 2 pair of socks