According to ToE, we have billions of years of evolution history. It is an absolutely unanswerable question why would human be the only one to develop such a wield method of survival. Other animals have their ways to stay in cold climate. Human CAN migrate instead of "invent" "anti-evolutional" object such as clothes.
Darn my poor typing, I meant "bugs", not "drugs". Fixed my original post, but still, I hate it when I do stuff like that.
In short summary, we WEREN'T the only one to develop these strategies. While it is a topic of debate whether or not Neanderthals wore clothes, they did make tools, use fire, etc. The other organisms that utilized these strategies that lived at the same time as ourselves died out, potentially from having to compete with us for resources. No two organisms can share the same niche in the same ecosystem and survive long term, which is part of why invasive species are a huge threat to native ones. The native predators aren't usually as adept at killing the invasive animal species, there might not be herbivores suited to consuming the invasive plant species, etc., so invasive species have a huge survival advantage over native species and out-compete them for that niche.
Of course, the invasive species didn't have to share its niche in its native ecosystem either. Humans started out in Africa, where we outcompeted any similar species that was there, and as we spread around the world, the same happened over and over again.
You are neglecting simple population dynamics in considering the invention of clothes. Humans moved to areas that demanded clothing in search for food and other resources because the population became too large for the native areas to support them. Migrating away from the cold would have been more detrimental than adapting behaviors to live in the new areas.
Besides, this also brings up another absolutely unanswerable question: why did human lose his fur.
-_- you say that as if there are no advantages to not having fur. The prevailing theory, if I recall correctly, is that it reduces how well certain parasites can latch onto our bodies. To be fair, I've never heard of any human having lice all over their entire body, but a cat certainly can have that problem. It's also a lot easier to see and remove ticks, etc., without all that hair in the way.
Could also have been a matter of sexual selection, which is the reason why humans have such disproportionately large penises and breasts compared to other apes. Or did you forget that otherwise useless or even detrimental traits can be selected for if they grant a reproduction advantage in attracting mates?