H.D.
Hi B.,
Could it be that she is actually too warm instead of cold? I would probably stay away from any kind of heated mattress covering with kids for most of the other reasons listed.
My daughter also does not like to be covered up unless it is with the blanket her grandma made, but even that does not stay on all night.
If she is sleeping through the night and a happy girl in the morning I would just keep doing what you're doing.