I would be upset with him if I were you

He is not cold and it doesn't mean that you are not cold. Everybody is different. Screw the hydro bills. Your comfort is the highest priority.
thin girls tend to get cold easily. Try a heating blanket on the sofa And when you sleep cover an extra blanket just on your side. You would have to communicate with him in a nice manner. Also kindly remind him that you are extremely afraid of cold.if he cares about the cost more than he cares about you he is not a keeper.