Last night I got to the bottom of the problem, and here is my little public service announcement:
Make sure you open your downstairs vents, and close some of the upstairs vents!
Since heat rises, we close the vents downstairs in the summer to keep the air conditioning blowing mostly upstairs. Now that the air is cooler, and we are blowing hot air out again it was time to reverse the system.
Poor K was downstairs freezing, because all of the warm air was going upstairs. The thermostat is downstairs, so it was cold and thought we needed more heat. This explains why we were so toasty upstairs.
I'm happy to report switching up the vents has solved this riddle. All is well with the world. ;)