Alternate 1 - The observer effect
It's a fact. Sometimes, the thing being observed will change its behavior due to the fact that it's being observed. If you woke up and stepped outside to see a crowd of 40,000 people staring at you, you'd run back inside too.
Alternate 2 - It's cooooooooold outside
Critter shadow or not, we in the northern hemisphere still have around 6 weeks until winter officially ends. How cold it will be depends on where you live and which way the air is flowing.