My first thought was that this was probably about the effect of the carpet on the room's temperature, but this (presumably translated) article uses "indoor climate" in a wider sense, particularly including toxins etc.

Floors
Floor coverings can also have a major impact
on the indoor climate, depending on how
they are laid and what materials they are
made from.
Synthetic floor coverings made from PVC are
low-cost and easy-care, but most PVC floors
out-gas high amounts of toxic substances
over a long period of time.
In recent years, the use of textile floor coverings
has been on the rise. On the top side,
carpets are usually made of artificial fibre s ,
s h e e p ’s wool, or goat’s hair. The reverse coating
mostly consists of synthetics or natural
latex. Substances harmful to our health or the
e n v i ronment may be out-gassed from this
coating on the reverse or from carpet adhesives
containing solvents. The typical pungent
smell stemming from carpets can affect indoo
r-air quality for years. Woollen carpets are
often treated with insecticides (mainly pyret
h roids) for protection against moths or other
insects. It has been discovered lately that these
substances are everything but harmless for
our health.
Wooden floors can also out-gas toxins, if glued
with low-quality adhesives, or if they are
sealed or impregnated with substances containing
solvents. Floor adhesives containing
solvents can pollute the indoor air for months
or even years.
R e c o m m e n d a t i o n s :
• Choose natural materials such as wood,
linoleum, cork, or plywood parquet floorings
glued with high-quality adhesives.
These floors have a positive impact on the
room climate, provided that they are treated
with open-cell substances.
• For halls and wet areas we re c o m m e n d
tile or natural stone floors.
• Use carpet or floor adhesives that do not
contain solvents. If possible, avoid them.
• Choose carpets with natural latex re v e r s e
coating.
• In Austria, woollen carpets hardly ever
need to be treated with insecticides.
• Wooden floors should be impre g n a t e d
with open-cell natural resins or vegetable
oils without solvents, and sealed with
beeswax instead of varnishes. If you
choose natural materials, make sure to
buy the appropriate products and apply
them on surfaces which have been suff iciently
prepared for the treatment. Improper
use of natural materials can result in
considerable odour and even irritation in
occupants. Be careful to avoid oil re mnants
in joints

http://www.ibo.at/documents/wegweiserE.pdf

... have "excellent thermal properties".

http://www.holistic-interior-designs.com/goat-hair-carpet.ht...

Perhaps that's what they mean.