House too cold? He's got FUR, for criminy's sake.
Maybe he likes staring at the bulb until those little spots appear in front of his eyes.
Or a cold, moist nose is kinda uncomfortable in the winter; I wouldn't like it.
Practicing for New Year's partying?
Most likely, the shade concentrates the signals from his home planet and he can communicate with his kind.
Every evening he does this. When he comes out from under, his little head is so toasy warm.