To provide insulation, the hair has to trap a layer of air around the skin, so he must be fluffy to keep warm. The only thing I can think of is more brushing to minimize matting (and maximize air trapping). I don't think a fluffy pony looks neglected...only a matted one gives that impression. Not easy, because around that time of the year, there is lots of mud to roll in... But then, I also feel that horses don't roll in the mud because they want the mud on them, but because of what the mud does when it dries and falls off. So your brushing out the mud is actually a win-win, just as long as you can accept that he will roll again - soon.