Since I was there, continued testing..
Closing the door isn't actually necessary.
Don't lean on the wall, seems to count me outside on the back wall of the tiny cube.
Break the roof block, inside temp drops 2 degrees. Replace it with wood, back to normal.
Break the roof, replace with Glass block (the lootable trash block, cube shape), same results. Repeat
Break the roof, replace with Bulletproof Glass block (the craftable block, center plate shape, horizontally), same results. Repeat
Replace Door with Bulletproof Glass. Temp rises 1 degree
Replace Door and roof with Wooden Blocks, temp rises yet anoth 6 degrees (16 degrees total, in a complete wood cube)
So, the glass insulates better than a door, but worse than a wooden block.
I don't know how much better one would want this tbh?