My guess is that by warming the feet which are often the part of the body that cools down the fastest you are maintaining a heat balance. People get sick often because the body has to work hard to adjust it's thermostat. Getting cold by itself doesn't make you sick... but getting cold SUDDENLY will put extreme pressure on the bodies resources leaving it vulnerable to attack. This is why having your house really toasty in winter isn't as wise as just keeping the chill off the air. When you step outside out of a hot house and the change is extreme the body has to work too hard to maintain balance. Wearing gloves and thick socks are excellent ways of helping the body deal with temp extremes... I assume the Vicks thing is an extension of that.