This just happened in my game. My sim went to the gym. I saw Geoffrey Landgraab was behind the gym shoveling snow but before my sim could get to him to ask to 'see outfit' to get him to change into winter wear or try to get him inside - he froze to death. All the sims ran out in their gym clothes - some did put coats on though - my sim could not interact with any of them to get them to change clothes because everyone was mourning. 7 froze - Geoffrey Landgrabb, Nancy Landgrabb (Malcolm is an orphan now!), Darling Walsh, Don Lothario, Brant Hecking, Bjorn Bjergsen, and a random NPC. My sim pleaded with Grim for each one but none of them were friends so Grim was not having it and reaped them all! Grim likely has a big bonus coming! Oddly enough, Marcus Flex who was already blue when he witnessed the 1st death and was there through all the deaths never did freeze to death - he is the only one that was in gym wear that survived.
Entertaining as it was - I think it is a bit ridiculous how fast sims freeze to death (none of the worlds are Siberia!) and this certainly seems like a major oversight that sims in their gym clothes will freeze to death in a matter of minutes. I am not currently playing a rotation but if I was, I would not be happy if this happened to some of my sims that I was not playing at the time.