Modern Scandinavian beehives are normally made from Styropor, and about 30 - 40mm thick. The bees will still cluster. I do think you're on to something though, because losing only two hives over a decade is pretty impressive, regardless of your number of hives. A common issue is that the bee will cluster and move "the wrong way" in the hive, away from available food, and the get stuck in a corner and starve. It seems like the level of isolation you provide might be enough that the bees are more free to move around.
One way to combat that, according to our old bee keeping advisor, is to have at least two boxes and stack them so that the frames are 90 degrees to each other (one box compared to the next), with food in both boxes. This way the bees seem to not get stuck in a corner as often.
I never heard that, but that sounds reasonable. In Denmark it's generally considered less than ideal to have more than one box during the winter, unless you use Seeberger or other lower profile boxes.
Our advisor always used two boxes, normal height, and it seemed to work for him. We have been using two with reasonable success for a few years. But the sample is small.
We lost a few of hives but not to cold. My father loved taking care of the bees. He would purposefully set aside a few hectors/acres near the hives to plant Buckwheat, Alfalfa, etc so they wouldn't have to work so hard or fly to far. They loved him back and treated him with kindness, he rarely got stung and would sit among them in his shorts and undershirt smoking his cigarettes relaxing. It was where he could just go and get away from everyone knowing no one would bother him there :)). Me on the other hand was a different story...hehehe