Here in Texas, show horses remain under lights with a sheet on if night was colder than 60° F, blankets as needed, and they are never allowed to grow a winter coat. Pasture horses are generally fine w/o a blanket.
When I lived in snowy Michigan, backyard trail horses only got a blanket if they were shivering, which was rarely. The show horse (no lights, turned out with everyone else) was blanketed with a full hood as soon as nights started going below 45°F. In snowy Ohio, the show horses were again under lights, and sheeted/blanketed as soon as there was any chance of briskness overnight. In both these colder climates, I'd bring my unblanketed pasture horses inside if it was extreme blizzard conditions, but they were generally perfectly happy outside with butts to the wind.