Why do people assume that I'm anemic when I tell them that I get cold easily?

I know that feeling cold can be a symptom of anemia, but to me it seems a bit drastic to come to the conclusion that I have a serious medical condition just because I don't like the cold. There are lots of people who don't like being hot also.

I'm from a warm climate and am not used to cold weather. I regularly get asked whether I'm anemic when I say that I don't like cold temperatures. This really annoys me. Do you feel like this is a rude question to ask someone?
Why do people assume that I'm anemic when I tell them that I get cold easily?
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