Clearly, they need plenty of good food from you - since almost all of their normal food is covered up. This produces fat and energy to keep warm.
It's also because they fluff up their feathers to trap little pockets of air, which further insulate their bodies. They can only do this if the have access to clean water in cold weather. The actual bath may only take a few seconds but it can be lifesaving.
OWEN YOST, in addition to being a blogger, is a licensed Landscape Architect emeritus who has lived and worked in north Texas for over 30 years. He is the recipient of a Lifetime Achievement Award of the Native Plant Society of Texas, and is a member of the American Society of Landscape Architects (ASLA), International Federation of Landscape Architects, National Wildlife Federation and the Audubon Society. His office is at Yost87@charter.net in Denton.