Children should be dressed so they are comfortable for the climate, but that will vary from child to child.
My children generally run hot. If you dress them as you think a child should dress on a cold day, they will be unhappy as they feel too hot. My eldest was often too hot as a baby until I figured this out.
My toddler played in the garden in shorts on a cold windy day recently. I was wearing a big coat and I felt cold. I tried to dress her in more clothes but she was genuinely happy and comfortable in shorts, played out for 30 mins then came in happy.
Yes in the pram they do get colder than playing, but still my kids want fewer clothes than you would expect. I always have stuff on hand, but usually it gets refused. If they are actually upset and I think they are cold and not aware of it, I do force them to put more clothes on to see if they feel better. But if they are happy and cheerful then why would I intervene? Unless I thought the weather would actually harm them of course, but that is rarely the case in uk.
I was out and about the other day in very cold weather to see a baby with nothing on his feet. Nothing. Not even socks. Just can't understand it. Isn't it child cruelty?
Might have been me! My one year old pulled off her thick woolly socks several times, then pulled her legs out of her cosy toes and sat with her bare feet on show in her pram. She was delighted, she couldn't stop giggling and laughing and happily wriggling her toes for the 20 minute walk. It was cold enough that I was embarrassed, but then baby was happy, it certainly wasn't cold enough to get frostbite or anything, no harm done. The alternative was to keep stopping to put socks and shoes on, baby crying, all to avoid cold feet which weren't bothering her, only bothering passers by.
If there is a safety issue I will certainly overrule, a pp mentioned sunscreen above which I am very thorough with even though my kids dislike it. But I'm not going to force clothes onto a perfectly happy comfortable child without good reason.