Laws and investments.

Medieval people survived the cold by making fire inside their homes, today you have to fulfill regulations to do that (I.E. you need a proper fireplace and chimney). Just adding those to an existing home can be expensive, and at least in my area they are pretty much sold out.

In medieval times population was much lower, so it was viable to just heat every home with wood. If you tried that now we'd run out of forests quickly, and dense cities would be dark in the smoke