Shaving a cat's fur in winter can lead to depression. It makes them feel terrible, insecure, and in severe cases, can cause depression, even refusing to eat or drink, endangering their lives. Furthermore, shaving a cat in winter weakens their ability to withstand the cold and reduces their temperature regulation, making them more susceptible to illness. 
Cats may develop depression if their fur is shaved in winter.
Cats love their fur as much as birds love their feathers. Peacocks in zoos, after having their beautiful tail feathers plucked, sometimes refuse to eat or drink and even attempt suicide. Cats are the same; shaving them makes them feel terrible, insecure, and especially for male cats. It can cause them great self-consciousness and, in severe cases, even depression. Although cats can't speak and can't complain about being shaved, the emotional damage they suffer is significant.
Cats are more prone to illness if their fur is shaved in winter.
Shaving a cat's fur in winter deprives it of its most natural source of warmth. The cat's inability to withstand the cold and its reduced ability to regulate its own temperature will lead to a weakened immune system, making it more susceptible to catching a cold and getting sick.