It's weird but I love those rare moments of closeness between the Master and Lucy where he actually lets his guard down. Good thing he was there to save her. If I was Lucy I would've felt super uncomfortable having to take off my clothes to warm up too. I mean, it's the Master. He's not exactly the most comforting person to be with most of the time but that's why he's so great. I love his personality. I'm really glad that the Doctor didn't find them in that moment. That would have been incredibly awkward. Oh, and Merry Christmas!