The reason for it, apparently, is because the body is effectively in "famine" mode, and it is an automatic reflex of the body to preserve itself. The way it helps with that is to retain all bodily heat internally to protect the vital organs so that they can keep operating at body temperature. As such, your extremeties become cold because the body is not bothering to keep those warm ...... In essence, the body only does what it knows is necessary to stay alive for as long as possible, to see out the famine.