Year 5s should be old enough to realise that you have to dress to suit the weather conditions, in my opinion - especially if the teacher has pointed out to them how this will mean they will be warm in class.
With my children, I used to tell them to wrap up warm when they were littler, but now I will offer advice if I think they aren't wearing the right clothes, but if they ignore that advice, then they can't complain if they are cold! It may be a bit tough, but I reckon it's a lesson that they sometimes have to learn the hard way.
sunnygirl.