During the day, the sand of the dunes of the Sahara is hot. It would be best if you had good shoes and covered yourself from head to foot, to avoid burning in the sun. But as soon as the night falls, the temperature drops: the sand is a bad heat transfer medium. It quickly sends back the energy accumulated during the day towards the space. Here are some details on this amazing thermal amplitude.
In winter, the temperature felt in the wind drops sharply compared to a sheltered area. This is due to thermal convection, which also applies to an ordinary fan.