A closer look
Pilomotor reflex, commonly known as getting goosebumps, occurs when tiny muscles at the base of your hair follicles contract, causing your body hair to stand straight up in response to cold temperatures or intense emotions. In heavily furred mammals like chimpanzees or cats, this action traps a layer of insulating air to keep them warm, or makes them look significantly larger and more intimidating to terrifying predators. Since modern humans have evolved to become mostly hairless, this once-crucial survival mechanism is now completely functionally useless for both temperature regulation and physical intimidation. You are basically flexing microscopic muscles to puff up an imaginary coat of fur, which does absolutely nothing to protect you from the freezing wind and certainly won't scare off anyone at the gas station
