St Vitus Cathedral in Prague was colder inside than outside on a sunny day in January.
https://www.quora.com/How-were-large-cathedrals-heated-before-the-industrial-revolution
This is an excellent question to which many might answer that those
buildings were never heated, and were thus, always cold and drafty
affairs. The obvious response would be that the congregation would
retain-- their outdoor clothing during the service. However, I do know
that some cathedrals – there is definitely one in France – in which no
heating is required.
This may come as a surprise, but those masons most certainly knew what
they were about. They must have known about heat transfer and the rate
of heat transfer. The cathedrals that do not require heating have
really thick walls. During the summer months, the walls absorb the
heat, and during the winter months the heat dissipates.
The result is, that inside the cathedral, a constant temperature is
maintained all year round. Now then, I am unaware if every such
medieval building is constructed along these lines, but I do know that
at least some of them are.
-- John Leavy, BSc. Hons. from Middlesex Polytechnic (1987)
If course the above answer means that during winter, cathedrals are colder inside than outside on warm sunny days and warmer inside than outside during cold snowy days.