When my sims get out of bed, even in cold weather, they stay in their PJs until they need a clothes change. For example if they have to route anywhere outdoors, they will put on cold weather wear. Perhaps the design of your house is an issue and the game considers some rooms as outdoor - this can happen on some builds where they use roof sections as walls (like in A-frame builds) or there's a room with no ceiling. You can usually tell if the lighting is slightly different between rooms (indoor lighting looks different to outdoor lighting).