Winter in Idaho is usually much colder than Japan. However, the winter in Japan feels much colder!! This is because Japanese houses usually do not have central heating and they are usually not insulated(絶縁されていない) . So the rooms in a Japanese house are very cold.
American houses usually have insulated walls and ceilings. They also normally use a central heating system, so all of the rooms are heated and warm all winter.
In this picture you can see someone installing insulation(絶縁) in the walls of a house. Its purpose is to prevent the loss of heat. Just like your coat or blanket has cotton, feathers, or wool insulation to keep you warm.
Insulated clothes are very popular in Japan. For example you can buy Heat Tech clothes from Uniqlo. They are special shirts and pants that are insulated to keep you warm.
