I just saved one sim from Grim after she collapsed from freezing. She was on the street in front of my sim's house and my sim convinced her to group up. It would take too long to walk back to my sim...
This sounds like it might be mod related. I have sims turning blue but no deaths...thank God. It seems like the vanilla players are not seeing any issues.
Honestly, I still think the athletic wear should just be immune to weather.