This winter in UK has been wet and windy but rarely below freezing. Last winter was colder with snow but less rain and wind. My storage heating seems to need to be set higher this year. I suspect the wet external walls of the building are chilled more with the wind. Or maybe more evaporation of wet external walls chills the building. Or maybe more cloud cover means less solar radiation heating the building. It's timber frame brick clad building with what I assume is reasonably ok cavity insulation.
This probably has less to do with the rain and more to do with the wind. The wind helps move the colder air that is outside into your house more easily because there is more force being exerted on your exterior walls and therefore cooler air can work its way through any small cracks. Sorta similar to the wind chill being colder on windier days. The lessened amount of sun also comes into play as even in the dead of winter it helps warm surfaces, even just a tiny amount.
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