Why do we have to move in the cold for higher chance of survival?
As with any evolutionary &quot;why&quot; question, most any answer will likely involve some speculation. But we can still think about what we do know in relation to the question.
First, lets think about thermogenesis in humans. As your questions mentions, humans move to stay warm. This is because the conversion of chemical energy (in the form of ATP) into kinetic energy in our muscles is inefficient, resulting in some of the kinetic energy dissipating in the form of heat (instead of moving your body). Shivering is actually a cold-induced reflex that helps our body maximize the amount of chemical energy converted into heat through skeletal muscle contraction. So, in a sense, you body does &quot;know&quot; how to invest in generating heat without moving (without moving as much at least).
A different mode of non-shivering thermogenesis in mammals is mediated by a specialized type of fat called brown adipose tissue or brown fat. This brown fat is used by some animals to generate heat during periods of hibernation. However, adult humans tend to have very little of it. Human infants on the other hand, carry can carry quite a bit (up to 5% of total body weight). This could relate to a number of factors that make infants more sensitive to cold than adults, including having less developed skeletal muscles that are unable to generate much heat though movement or shivering.
It seems like one reason we can't generate heat very well without moving is that we don't carry much of this brown fat around. So, why don't we then? It could be that it's just energetically expensive, and those resources can be better spent elsewhere. Or maybe there could have been some negative health effect associated with carrying excess brown fat in adults. Whatever the reason, it comes down to a lack of selective pressure to maintain this extra tissue into adulthood.
But there's one other, more behavioral solution that might be worth consideration (although it's purely speculation at this point). In most naturally occurring scenarios where the body would be approaching a state of hypothermia, simply staying put and waiting for the temperature to change will seldom be your best chance for survival, even if you are doing burpees to stay warm. In order to ensure continued survival, one may need to actively change their condition of being in an environment that's too cold to maintain sufficient body heat. Humans are pretty good at changing their immediate circumstances. It might involve getting up and finding/building shelter, gathering fuel to make a fire, or migrating to someplace warmer. But in any case, it would require some amount movement accompanied by a cognitive motivation to move. Feeling less cold seems like a powerful motivator to me. If we had more robust means stationary thermogenesis, it's possible that we'd be able to survive a longer spell out in the cold just by conserving our energy a bit better, but that might not be the most effective survival strategy given the situation. Calories and liquid water can be hard to come by in extremely cold environments, and waiting for some other physiological need to motivate action might be less advantageous than proactively moving around to alter one's state of being too cold. Just a thought.