For me, mittens are warmer than gloves on a cold day because, since gloves are longer than mittens, there is a higher chance that heat might not be contained or trapped inside the gloves. This makes mittens warmer than gloves. Seams for hand clothing gear translate to insulation. With mittens having fewer seams, there is less chance that heat can escape from the fabric. The last, fingers occupying the same space, is warmer than using gloves.