We mostly see people in school uniforms.
Nayuki’s casual wear looks to be pretty cozy
Makoto is dumb enough to not notice it’s cold anyway, so she gets a pass…
Shiori is a badass and doesn’t need anything but that shawl.
You get the idea. Another good point is that most of the characters in the story are going to be acclimated to the weather. While they might say it’s cold; they’re used to it so they don’t bother wearing 4 layers of clothes.
(I’m still not convinced Ayu’s derpily large jacket isn’t just to add shock value when the reader finds out that she’s not some dumpy little kid when she takes it off.)