Well, you don't lose all that much heat here on earth because you're standing in a bath of a generally warm fluid, air. Our planet is covered with around 200 miles of atmosphere that is constantly mixing and being warmed by the sun. It is being helped by the fact that there's carbon dioxide and other greenhouse gases in the atmosphere that prevent blackbody radiation from escaping.
Mars has an atmosphere that might only reach up to your knees and surely all the heat coming off your body would go straight off into space.
The shuttle, though its doesn't seem like its emitting heat or trying to transfer it, doesn't need to be actively trying to transfer or heat itself up to lose a lot of heat. Everything is giving off heat all the time and there's an equilibrium between heat being absorbed, produced, and given off by all objects; its just that in space, its a lot easier to give it off and harder to absorb it if you're behind the earth.