It's not a dumb question, the donkey I grew up next door to was rugged in the winter. I'm sure there are a lot of show donkeys that get rugged religiously and if they are shaved or their coat kept short, they may need it. Most donkeys will winter just fine without a blanket of any kind, but so would most horses if they are allowed to grow a proper winter coat.
My friend rugs her donkey every winter which made me think about rugging these two but they did seem to be ok, and yogiwick you do get donkey rugs there are a few people that make them but small pony rugs also fit
They have the old farm stable but choose to stand out in the rain, they are not the brightest of bunnies, I will keep an on them and see how they cope, do wish we had winters like you shropshirerosie would make thinks so much easier haha nothing worse than being wet and cold :)
Yes, I so enjoy the lack of damp here! We have the occasional wet spell in the spring time and then I worry about mine. He gets booted out of the field shelter by the horses. However - there is also plenty of tree shelter and he never leaves the herd to go keep dry elsewhere.
The view I take is that if he starts to look miserable I will take action (rugging, or a good stern talking to about the need to stay dry). He never has needed that yet.
I guess you could start to shut them in the stable when the weather just keeps on soaking them - but is suspect that would probably make you feel better rather than them!