Because wood is a poor conductor, and the heat goes slowly through it.
Why does a piece of iron feel cold in winter?
Because the iron is a good conductor, and carries the heat away from our hands very rapidly.
Why does fur feel warmer than iron in the winter?
Because the fur is a poor conductor, and carries the heat away from our hands very slowly.
Why does a wooden pump-handle seem less cold than one of iron?
Because wood is not so good a conductor as iron; hence, it does not carry the heat of our hands away so rapidly.
Why does carpet seem warmer than the bare floor?
Because the carpet is a poorer conductor than the wood of the floor, and does not carry away the heat of our bodies so rapidly.
Why does a stone pavement make our feet cold in winter?