This has annoyed me for ages. It's mad having sims wander round in heavy coats, hats and gloves indoors, especially when the windows get all steamed up or frosted over in winter - an effect I otherwise really enjoy. Surely this issue could easily be fixed by defaulting sims to everyday clothes if they are inside a building where the thermostat is turned to warm, even when there is a blizzard outside.
I don't use mods, and I don't want to turn weather effects off since I love the seasons pack. My DIY solution has been to adjust the cold weather outfits I give my sims. All the played ones get at least two. Only one outfit is ever proper outdoor wear. The rest are all some kind of sweater/cardigan-type combo that look OK indoors. For the latter, I turn off the automatic filter and use a lot of non-cold weather category clothes that look warm enough, to create more variety (eg the warmer looking dresses and skirts, worn with tights). This means I can at least manually change to an appropriate outfit depending on whether the sims are in or outdoors. It's not ideal though. They ought to fix this.