Evolution paints human ancestors covered with fur. Fur has several benefits as stated by Britannica "The pelts of fur-bearing animals are called true furs when they consist of two elements: a dense undercoat, called ground hair, and longer hairs, extending beyond that layer, called guard hair. The principal function of ground hair is to maintain the animal’s body temperature; that of guard hair is to protect the underlying fur and skin and to shed rain or snow."
Where's our fur?