As Desperado said : it is winter now in Australia

Burying someone ( or yourself ) in sand eliminates teh wind chill effect and reduces heat loss. It is like being wrapped in a thick blanket.

Remember a few years (or months?) back there was a story about a Brazilizan kid who found himself in a large deep hole and had to throw his clothes out so that someone may spot the scattered shoes and clothes around and come to rescue him ( which was how he was rescued ). Without much clothes left on him he was feeling cold in the night, so he buried himself in the sand or mud. Although I would think that dry sand will insulate one's body better than wet mud, but it is better than being exposed to the wind.

To understand the logic behind being buried even in wet soil, I remember reading something about finding yourself in cold waters. The writer said not to move too much because your clothes will trap some water wich will absorb some of your temp and becomes slightly warmer than the surrounding water . Too much movement will stirr and mix the waters and you end up with fresh cool waters touching your body which absorb more of your temp faster. Some will argue that movement will generate heat to warm you up. That is true wbut it will exhaust you and drain your temp in the long run.

my 2¢