Because the stone is a good conductor, and rapidly carries the heat away from our feet.
Why does heated iron feel hot to us?
Because the iron is a good conductor, and gives off its heat rapidly to our bodies.
Why does a piece of cloth, when heated, not feel hot?
Because the cloth is a poor conductor, and gives off its heat very slowly.
Why will a block of wood, when heated, remain hot longer than a heated brick?
Because wood is a poorer conductor than brick, and does not give off its heat so rapidly.
Why is a block of wood better than iron or brick, to keep our feet warm while on a journey?
Because it does not give off its heat so rapidly, and therefore remains warm longer than iron or brick.
Why should the wood or brick be wrapped in cloth?