I hate to belabor the point, but it's basic chemistry/physics. Hot goes to cold. Hot is due to energy. Cold is due to a lack of energy. You get cold from sitting on the ground because the heat differential causes heat to want to leave your body. If you don't stop it, you will get cold.

As far as the double pad thing, I've heard some people say you'd be warmer to put the foam pad on top of the air pad.