I am inclined to agree with Helen. Our dogs are not kept outside all the time, and they are used to a centrally heated environment.
We take ours on the Yorkshire Moors, and even when it is a sunny day down below in the village, it is really windy and cold up on the heights.......Brrrrrrrrrr.
So, in winter, we put something on them. Just had two fab fleeces, from Mollycuddles.