Can someone explain this?

"Even with the complete openings to the front of the radiator blocked
off, it wouldn't run "normally" during the winter.  It still stayed colder.
I had to insulate all the plumbing under the van and around the engine to
get it to come close to normal on a cold, -20 degree F, day."

Assuming the thermostat is completely closed, how come the engine won't warm
up? Shouldn't there be NO flow to the radiator with the t-stat closed?

This is exactly what I would expect from mine (though I've never taken it to
20* below)--and yet it indicates the cooling system is malfunctioning even
with a good thermostat, water pump, and all the rest.

I'm baffled.