I'm not sure. I have a 2 year old boy that won't go anywhere without a coat and hat on. When he knows we're going outside, he asks for them. He used to love playing with my father-in-law dog, throwing rocks for her to fetch. Well, he loves playing outside, period. He knows that without the proper clothes on, he will have to stay in.
Maybe when they get older they realize that they can't move very well depending on how heavy their coat is and that's what make them opt against it. I know I would, lol
Hope that helps, ;)