I don't know what breed he is, and where you're located - some breeds aren't well suited to cold climates, vice versa with desert climates but can adapt and often have to.
Age and overall health, how you feed during the Winter, what if any shelter is provided, whether the horse is competing for feed, are some factors to consider.
Blanketing a horse throughout an entire Winter to me points to other things which may need to be looked at. Now that you're in a different environment where he has shelter, I think optimally he should have little need for blanketing except during extreme cold and/or wet temperatures. Overblanketing causes its own problems.
Other blanketing problems are caused by not using waterproof turnouts and correct density, or using stable blankets for turnouts (I'm not saying you do this).
How a person feeds during Winter is really critical. Usually, providing feed 24/7 when it's cold and wet is one of your best defenses, in addition to having 24/7 access to natural or manmade shelter and windbreaks. I'm generalizing which I don't like to do, but overall I have found many people if they would change their feed schedule during the Winter to reflect the horses' natural needs and means of staying warm, they will have a healthier horse who requires less blanketing.