because your body releases heat which manages to keep you nice and warm during the winter, some how the gloves trap the heat stopping the heat to escape. Thats all i know on how gloves keep your hands warm
Polar bears have blubber, which is like extra fat, under their fur and that helps to keep them warm during the winter. They also grow out their winter fur coats to keep themselves warm during the winter.
Horse riding gloves help you t hold onto the reins with more grip. It makes it easier to hold onto the reins if a rider finds it difficult to keep hold. It also helps if your reins rub against your hands and cause blisters, and to keep your hands warm in the winter :)