Reasons - I hate heavy coats... I can handle a lightly lined coat (usually I wear a shirt jacket) but anything thicker than that is uncomfortable. Yes, sometime I have to wear a very warm coat/jacket but I'd much rather be a little cold than be wearing a thick coat.
Secondly - yes, stopping a penetrating wind DOES help, a lot. Maybe that's just me but nearly always it's the 'wind' that gets to me more than the temperature.
Thirdly.... although not as bad as it used to be our biggest 'cold weather' threat is wet/damp fog. The only thing that stops a wet/damp fog is a water proof, or resilient, wind breaker.
