Outdoor dogs develop a suitable coat over time and exposure to dropping temps.
A dog who has lived indoors a long time will not have the extra coat to cope instantly.
Many of our modern breeds do not have a suitable coat at all, nor could they grow one. Some breeds no longer have the insulating undercoat, some coats are too long and 'open' up (allowing air into the skin level), some are almost all just undercoat fluff (poodles for example) which on its own isn't very insulating even when dry, once wet it is useless.
Some dogs have coats designed for hot countries -my saluki would be very ill if left outside long periods, she has a fine silky coat, its not too bad if its cold and still or hot, but if its cold and windy, cold and wet, she's buggered. (And traditionally, salukis were exempt from cultural and religious rules on where dogs can go, because of this!)...
So no it is not as simple as 'they're a dog, they're related to wolves, they can cope outside', not at all!
Strays with inappropriate coats... die.