How is wearing shorts any different from girls wearing skirts and socks. Would anybody bat an eyelid about a girl dressed that way?
I live next to a school and the children are out for playtime (infants) No boys in shorts but there is a girl with a skirt and short socks and quite a few with skirts and longer socks. Nobody is standing around shivering.
Have we all got a bit pampered these days? My mother's generation weren't allowed to wear long trousers until they hit secondary school, and they were OK but nowadays most of us have central heating and enough clothes and perhaps we have got a bit soft.
On the other hand, I wouldn't go out in shorts/skirt and socks so who am I to say others should. However, if you don't feel the cold then why not?