I've noticed a consistent trend that when I create a fire anywhere but on the ground or ground floor of a building, it doesn't provide any warmth. I first noticed this when I was on the 3rd floor of an apartment building in Cherno and built a fire to get warm and the warming messages never came. Through trial and error I realized that only fires on the ground provide warmth, so I've been sticking to overhangs and barns to make fires when it's raining.