While learning the part, I remembered something about the song that I'd realized before but didn't think worth mentioning: this may be coincidental, but it expresses the same sentiment as "I've Got My Love to Keep Me Warm," written by Irving Berling. ("Each Other's Company" was written by Mike Hugg.)
The first two lines of the bridge of "Each Other's Company" are "It can rain; it can storm / But her love will keep me warm," and these are similar to a recurring couplet in Berlin's song: "What do I care how much it may storm / I've got my love to keep me warm."