We've never rugged (blandetted or whatever else someone might call it). They have shelter available if they want to get out of the weather.
I've told this story somewhere on here before.
Over 40 years ago I was given my first horse (that was mine and not some other family member). A few weeks after getting her we had a day in the low 20's F (and colder night) with a freezing rain. My filly was standing out with most of the horses and cattle with her head low in this horrible weather. I dashed out with a rope and led her into her stall. Brushed her off, put down some fresh straw for her and felt wonderful about having taken good care of my filly who obviously needed my help in dealing with the weather. I left the stall to go back in the house. My grandfather had been standing on the porch puffing his pipe watching me and started laughing before I reached the porch. I pointed to the field and told me to look behind me. There was a my horse walking back out in the pasture to stand in the feezing rain again.
My grandfather explained to me that horses know when they need to get out of the weather and nature gives them all the coat they need. Pointing out that how many of the other horses had someone bringing them in? They know where the stalls are.
For awhile I had to endure being joked about because I didn't have the sense God gave a horse
As long as they have access to a place where they can get out of the weather if they choose to they'll be fine. Rugging will actually negatively impact there natural ability to keep warm.