I have never blanketed horses. With horses that have adequate hair coats putting on blankets can create more problems than help. The reason is that horses have 3 layers of hairs (cat hairs, guard hairs and down hairs. Guard hairs are the most numerous and literaly "guard" the horse from the elements. It provides wind protection, rain proofing/guard from sebaceious oils, and heat barrier. The long cat hairs under the jaw, belly and legs provide the same protection but more dense in areas that the body needs it. ie for warmth in the juglar area, protection from the elements like mud and water on the legs and so forth. The down hairs protect the skin and holds heat next to the skin as well as control sebaceous oils and etc.) When the horse begins to get cold the animal fluffs up his hair by various folicle hair muscles thus creating the "fluffed" up look. This creates a heat barrier between the outside elements and the skin or body. Horses with efficient hair have no problems with this and can withstand considerable amounts of cold and even wind (though most horses will locate a wind barrier to thwart biting cold wind) even if the animal gets wet(as long as he doesnt get drenched to the bone (which he shouldnt with adequate hiar coverage) should still be able to withstaqnd cold temps due to the natural barrier his hair creates. That is why you see horses and ponies with unmelted snow on thier backs, this is a good indication that the animal is not losing heat and is suuficient on staying warm. WIth a good core temp maintenance (with plenty of hay, can help with maintaining such because horses are hind gut fermenters) and a simple wind break (even a vally between two hills can create a wind break)
Putting a blanket on will hinder the horse's ability to "fluff up" and hold heat and a blanket (unless heavy type in bitter cold) cannot provide this as efficiently as a healthy, hairy horse. Even a horse with moderate hair growth are efficient enough to withstand cold temps. I kept a light blanket for that "just in case" senerio (illness or what have you). I cared for an appy with various health issues and who did not grow efficient enough hair coat that wore a Weatha Beeta turn out rug when the temps fell below freezing. If he began shivering he was blanketed other than that nothing.
If the animal is shivering, and having trouble maintaining a healthy body weight then one should blanket. (or illness or shaved or being shown for hair control)
The first thing I do is increase hay (increases energy levels and forage fiber), by 10% for every degree below freezing (or what the horse can consume with out excessive waste or excessive weight gain) which will ferment in the gut of the horse and help keep core temps at maintenance levels. If you cant do this increase energy levels from concentrates can help this matter also.
In all of the years I have delt with horses (about 30 years) I have never blanketed anything turned out in the great outdoors with or with out shelter, though usualy a wind break was available. (now blanketing a clipped or show animal is a whole different ball game)
Oh and dirt can be a good thing because it helps absorb excessive sebacious oils and pull dead skin cells from the body and one should groom horses during the winter to rid the dirt which contain such. Grooming also helps with circulation, dispersment of sebacious oils, dead skin, and releive itchiness amongst cutting skin infection by half (like rain rot by lifting the hairs and allowing dry air in to dry excessive dampness esp after rain and or snow). Matted down hair doesnt fluff up as easily or efficiently. We humans just dont like to deal with alot of dirt esp on horses that find muddy holes as a day at the mud bath spa treatment. Icky dusty mess.
I use a good sturdy plastic curry to get rid of the dried mud then have at with my rubber curry. Most times a good curry is all that it takes. Plus I like the bonding.