My horse is blanketed, and I don't clip him. I just ride him with a quarter sheet. He usually dosent get sweaty since he is in pretty good shape, but if he is a little hot I put on a cooler until he is back to normal again!
She is perfectly fine being barefoot, doesn't show any pain on the rocks and I try to ride her off the road anyways. You're right, riding is not natural, neither is the farrier but those things are necessary because all too often they are kept in small paddocks and stalls so they can't exercise themselves to keep fit and to keep their hooves under control. Those unnatural practices keep the horse healthy and I believe allowing their winter coat to grow in nice and fluffy is only doing the same thing. I have no intention on working her until she is dripping in the winter, just riding to keep the skills so there is no reason for me to clip and at a barn where there is no blanketing service and it is 100% outdoor it is very dangerous for me to clip her. I assure you, if I ever noticed my horse was in pain I would resolve the issue but allowing her to live as natural as possible in her current environment is not putting her in any pain.