The physiological adaptations to caloric restriction in general are extremely broad and not all are related to the tradeoff in thermogenesis. But to answer your

The physiological adaptations to caloric restriction in general are extremely broad and not all are related to the tradeoff in thermogenesis. But to answer your question, you basically get cold much more easily, basically all the time. As for why the body isn't always operating as efficiently as it does on CR: it's possible that the "default" state we are in today, due to caloric overabundance, is actually a hyper-active state, characterised by excessive protein synthesis, tissue hypertrophy and libido, among other things. These are all very costly in terms of metabolic resources. When fewer calories are available, developmental processes slow down, metabolism switches to catabolic autophagy (which has the benefit of recycling old and damaged organelles) and reproductive function is deprioritised, in favour of optimising survival. The evolutionary basis is to ensure survival, until comfortable sustenance is found again, so that reproductive concerns can be resumed.