I live in Northern Illinois and thought I might need insulation for my IW885, However, it works just fine at temperatures above freezing. If the temperature falls below freezing, it would likely work as well, but I do not work so well at temperatures below freezing. Thus, I cook large quantities of food when the temperature is not quite so cold and freeze the excess for reheating on bitterly cold days..
There are folks who cover their IW grills with a welder's blanket and continue to cook with temperatures well below freezing. You just have to make sure you do not block the exhaust vents on the back of the grill chamber.
The IW885 is a great grill as long as you realize that the temperature thermocouple feedback is unlikely to be accurate. If you lived in or close to Canada, the insulation blanket is useful, but I would not make that a major decision criteria for someone living in CT.