A question about evolution that I would guidance on?

Why didn't we retain a full coat of hair?

the time of emergence of Homo sapiens has been placed at 250,000 years ago, during the second interglacial period and evidence of clothing goes back as far as tools and weapons. It is even claimed that Homo sapiens early rivals (Homo neanderthalensis & Homo floresiensis) had way more body hair. A protective coat represents a still valuable genetic trait 250,000 years ago, why was it taken out of the code along with the deletion of a penile bone, no sheath for the penis and breasts that took full form at adolescence instead of pregnancy; all to add a bigger brain? I follow the explanations about how traits emerged due to pressures and demands being placed on creatures from various sources (climate, geography and available free O2) but why would our genes leave us naked in a cold climate? thanks in advance for the help.