Maybe they're used to it? Besides, it's not like it's 30 below 24/7 in Norway or Russia. Same for Skyrim.
No, but it's cold enough that clothing's always been standard. Where in the world is clothing
not standard? There are some few equatorial places where some hunter-gatherer societies wear fairly minimal clothing, but even they don't run around in their birthday suits. Loincloths or banana slings at the least. And post-hunter-gatherer societies pretty universally use extensive clothing, even in warmer areas. Clothing is just practical even where it's warm enough to go without.