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To survive in the cold temperatures, a person should move as much as possible so that they do not freeze to death. But constantly moving also leads to the body becoming more and more exhausted.
Why doesn't the human body "know" that it is better to invest energy directly in heat rather than in movement and the resulting heat? After all, the body already optimizes blood circulation, protecting the inner organs better than limbs like hands and feet.
As with any evolutionary "why" question, most any answer will likely involve some speculation. But we can still think about what we do know in relation to the question.
First, lets think about thermogenesis in humans. As your questions mentions, humans move to stay warm. This is because the conversion of chemical energy (in the form of ATP) into kinetic energy in our muscles is inefficient, resulting in some of the kinetic energy dissipating in the form of heat (instead of moving your body). Shivering is actually a cold-induced reflex that helps our body maximize the amount of chemical energy converted into heat through skeletal muscle contraction. So, in a sense, you body does "know" how to invest in generating heat without moving (without moving as much at least).
A different mode of non-shivering thermogenesis in mammals is mediated by a specialized type of fat called brown adipose tissue or brown fat. This brown fat is used by some animals to generate heat during periods of hibernation. However, adult humans tend to have very little of it. Human infants on the other hand, carry can carry quite a bit (up to 5% of total body weight). This could relate to a number of factors that make infants more sensitive to cold than adults, including having less developed skeletal muscles that are unable to generate much heat though movement or shivering.
It seems like one reason we can't generate heat very well without moving is that we don't carry much of this brown fat around. So, why don't we then? It could be that it's just energetically expensive, and those resources can be better spent elsewhere. Or maybe there could have been some negative health effect associated with carrying excess brown fat in adults. Whatever the reason, it comes down to a lack of selective pressure to maintain this extra tissue into adulthood.
But there's one other, more behavioral solution that might be worth consideration (although it's purely speculation at this point). In most naturally occurring scenarios where the body would be approaching a state of hypothermia, simply staying put and waiting for the temperature to change will seldom be your best chance for survival, even if you are doing burpees to stay warm. In order to ensure continued survival, one may need to actively change their condition of being in an environment that's too cold to maintain sufficient body heat. Humans are pretty good at changing their immediate circumstances. It might involve getting up and finding/building shelter, gathering fuel to make a fire, or migrating to someplace warmer. But in any case, it would require some amount movement accompanied by a cognitive motivation to move. Feeling less cold seems like a powerful motivator to me. If we had more robust means stationary thermogenesis, it's possible that we'd be able to survive a longer spell out in the cold just by conserving our energy a bit better, but that might not be the most effective survival strategy given the situation. Calories and liquid water can be hard to come by in extremely cold environments, and waiting for some other physiological need to motivate action might be less advantageous than proactively moving around to alter one's state of being too cold. Just a thought.
Actually, the body is able to warm itself by using uncouping protein 1 (UP1) and other physiological methods
The coupling in uncoupling is referred to the relation between the protein gradient and the synthesis of ATP (biological energy currency). UCP1 creates an alternative channel for the protons to pass. This protons have energy that, when not used to create ATP, will dissipate as heat
But every process has it's limitations. By moving you are forcing your body, in addition, to transform chemical energy to kinetic energy and that kinetic energy will transform to heat
Speculation
The movement will pump blood to the limbs and transfer the heat created by UCP1 from the inner cells to the outer cells, heating you up and allowing more UCP1 to be created in the inner cells and to use more energy for heating up.
This is a speculation because:
