My youngster, who is super well bred and cost me an arm and a leg, has never seen the inside of a stable except when he's been waiting for the farrier/vet etc.
Otherwise, he's out in the paddock with a bunch of other yearling, with a few trees around the edges. And he is in perfect health.
Horses are designed to live outdoors 24/7, in winter, they grow a thick fluffy coat. I'm not sure how many foals you've seen with a full winter coat, but they look like little mammoths!
Before running straight to the RSPCA, why not contact the owner? As someone said above, if the horses are at a good weight, happy and healthy, there is no problem what so ever.