Just to compare - it is 32-35*f here now, day and night, raining often and getting colder. During winter it will get down to -13*f and lower, but the horses keep living outside, not caring about the weather and the shelters, not blanketed, happily sleeping in snow, munching on free-choice hay and keeping themselves warm. Hard keepers, pregnant mares, foals and oldies included. You wouldn't believe, how perfect is their ability to heat themselves. ;)
Don't compare your feelings towards the weather with that of your horses - they function completely different from human bodies and they really perceive low temperatures differently. Besides, their coats don't let them to soak through if they are not clipped.
I have come a long way, to surrender my shadow to the shadow of my horse.