In the Uk it is common practice to clip horses out - sometimes twice in the winter. The horse's natural coat is replaced by a heavy weight, waterproof, lined, turn out rug complete with hood.
My own mare currently has a heavy weight under rug with a heavy weight water proof outer rug. The horse gets used to wearing it. She lives out during the day and comes in at night when the daytime turnout rug is replaced by a warm stable rug.
The advantages are that the horse can be exercised hard and given cause to sweat but less so than if the horse was still carrying its natural winter coat.
If the horse is sweating it cannot be put out to pasture until the sweat has dried - and perhaps washed off. The use of turn out rugs allevaiates this problem. In theory Irish Draught/Connemaras can live out all year in Gt Britain without the need for any rug but if the outer coat is clipped, then the horse must be clothed.
The second advantage is that even if the horse rolls in a muddy field , the horse will stay clean.
The use of rugs comes with a warning: once you start, you never finish.
My mare has two turn out rugs, several under rugs, two stable rugs and
Two sweat rugs and at least two lightweight exercise rugs.
But she is a pretty dapple grey mare - so "she's worth it" - as Oreal says.