It's cold and your skins aren't sticking to the base any more.
Why does this work so well? The problem is usually not that the adhesive is wet or cold. The problem is the layer of ice between your base and your skins. Putting your skins in your coat only melts the ice or snow on them. Some of this water then freezes onto the sticky surface when you reapply your skins, creating or making the problem worse.
An tour guide apprentice of mine, Remo Schlosser, improved on my method of using a knife blade to scratch the ice off the sticky base of ski skins. "Necessity is the mother of all inventions". His approach? He got sick of asking for my knife and used his split.