Wasted by brown fat. Serves no other purpose than to waste fuel as heat. Heat is produced by all other cells through normal metabolism, no need to produce more heat through waste.

We could argue that white fat cells are better at producing heat through simple insulation (not production per say, but keeps heat in, see?). We can see this with winter animals who have tons of white fat cells, then on top some fur, then on top no sweating, so there's no heat loss that way. For humans, the real problem isn't cold, it's excess heat. Even winter animals shed their fur coat comes summer. To have brown fat cells produce excess heat through waste is truly wasteful twice.

Ironically, growing fatter sorta makes us more sensitive to cold. We're not adapted to keep warm that way. It could be due to fuel partitioning. Too much gets stuck in fat tissue, not enough for normal metabolism, from which heat is actually produced. Personally, I saw this phenomenon when I first got down to 165lbs, I could now play golf all day in chilly weather (10c to 20c) no problem. Conversely, I could also play golf in very hot weather (above 30c) no problem. Today, my current illness prevents either of that.

It seems that both keeping warm and cooling off requires active metabolism in humans, which for one produces heat while for the other somehow turns this around to shed it.