Yes, it bothers me too (and I'm also a northern person ?). These hats sit so stupidly. Beanie hat does not cover the ears too, but at least it looks more natural. Not very good in freezing weather, of course.
Why can't we have some earflap hats? Kids have some, but adults need to protect their ears too!
But I have a problem with winter clothes in general. They are either ugly (in my opinion) or not really protective. Not a single down jacket that covers your booty. You have to keep it warm! No wonder sims freeze so easily.