This diagram from this research paper shows that the self discharge rate of lithium ion batteries (such as used in phones) depends on the storage temperature:
20°C is about room temperature (just under 70° F.) A fully charged battery stored at that temperature for 12 weeks (three months) will still have over 90% percent of the stored energy still available.
The same battery stored at 40°C (104°F) will have less than 80% of its stored energy still available after the same time. That's a little over normal body temperature, so you'd have maybe 80% or a bit more if stored at body temperature.
Yes, body temperature does cause your battery to self discharge a little faster.
It is not, however, enough to be noticeable in normal use. It would take several days (more likely a couple of weeks) of disuse and storage at body temperature for you to be able to tell the difference.
Technically, your body heat causes the battery to discharge faster. In reality it is not enough to notice.
Other things than the battery self discharge contribute to rapid loss of available capacity.
For example, if you carry your phone in your pocket, then the touch screen will be constantly triggered by contact with your body. That will cause the phone processor to wake up more often to check for touch commands, possibly activating the screen backlight at the same time. The backlight also consumes current and contributes to the battery discharge.
Even more likely than triggering the touch screen in your pocket is that putting the phone (specifically, its antennas) next to your body in your pocket will partially block the cellphone network and WiFi reception, causing your phone to use higher transmit power to maintain contact with the phone and WiFi networks.