Wallaby, that makes perfect sense! Thank you!
I think what I'll end up doing is let it depend on the horse. If my horse seems perfectly healthy and happy without a blanket, I'll leave it off. That seems the most natural thing to do, and I think the more natural we keep our horses the healthier they'll be. But if I notice that she's not herself and acts/feels cold, I'll start blanketing her.
Thank you EVERYONE for all of your help on this one. I really appreciate it!