I think we're in a more similar position to birds of paradise. Several species of birds that live in the south Pacific/Indian ocean islands/Australia kind of region, where the weather isn't particularly harsh, their food is abundant and there are no natural predators, so natural selection has given way to mate selection. Male birds of paradise are fancy as fuck with brightly colored burlesque plumage not because it's any help surviving their environment, but because the girl birds think it's sexy.

I think our genus is in a similar position, but got there via a different route. Once the upright walking, hands having, brain thinking ape got dexterous and smart enough to build fire and cook food, there was a sort of bootstrapping period of becoming smart enough to do engineering, at which point we arrive at anatomically modern humans, and from there most physical changes have basically been "because it's sexy." Men have deeper voices because it turns women on. Women have permanent boobs because it turns men on, etc. People from Asia have distinctively shaped eyelids...is there some environmental pressure in Asia that doesn't exist in Europe or Africa, or is it because that eye shape became fashionable to ancient Asians?

And now we've arrived in a time where we have a functioning understanding of how genetics work, and the ability to manipulate those genetics at industrial scales. Seriously I think we departed the "it was cold so the ones with thicker fur were more likely to survive to fuck another day" phase of existence at some point, with the invention of writing at the latest.