I lived and worked outside, in -40 degree C weather. It was a dry cold. If going outside in cool weather, it is important to be properley clothed.
You guys are just not used to it, but if properly attired it is a nice experience.
The colder it gets the more layers of clothing. The first layer of clothing, you want next to your skin is something that wickers moisture away. Like wool, wool dries from the inside out, cotton dries from the out side in (cotton is a bad choice because you remain wet ). They have new synthetic, type materials, that achieve this Then add some layers, layers are important, because it traps heat, like insulation, the more layers the less heat escapes. The final coveriing should be a wind proof, water proof, material that breaths, Gortex use to be a good one. Finally all skin that is exposed should be covered with a greasy fatty substance, to prevent frostbite, especially on your ears, and nose. Dont forget the sunglasses and a warm hat/ gloves.
Winter time can be nice to experience, Think like an astronaut, you are going out into a hostile enviroment, just put on the proper suit.