Only if my horse gets wet.
Horses can fluff and flatten their coats depending on the weather conditions, blanketing takes that ability away. Unless you are able to have a few different weights of blanket and switch them out a couple times a day, I wouldnt do it. If you have a heavy blanket on for cold temps and the horse is comfortable, then the temp goes up by 20 degrees but you can't get out to the barn for a few hours? Your horse would cook.
My mares are out in temps between -50 to +35 all year with no issues. The odd horse that is incapable of growing a winter coat, is sick, old, clipped, or kept in a very small corral needs one.