I take a somewhat different view - I don't think of the cold weather clothing necessarily as outerwear, like it was in Sims 3, so I am actually dressing my sims in their cold weather clothes in the morning and they are supposed to stay like that all day. I did this because, even though they have a thermostat and their house is warm inside, it looked silly to me to have my sim walking around in a little sleeveless dress when it was snowing outside. I have however given them a range of cold weather outfits, ranging from light but warm clothes for indoors, to blizzard level clothes for outerwear. The game can't tell the difference, of course, so I just choose something that looks appropriate for them to change into.
I do wish that there was a proper outerwear category, though. Actually, what I would have liked, ideally, would have been seasonal options for every category of clothing, instead of just hot and cold weather clothes as separate categories. So, for example, when you choose your sim's everyday outfits, you would click a button for each outfit and choose the season during which it would become the default outfit. Then you could do the same for formal outfits, sleepwear, athletic wear, etc. I am sorry that this part of the EP was not more carefully considered.