Don't let anyone make you feel silly about keeping your pup warm!
I dress mine up all the time, but I understand to others they just aren't into that and I totally understand.
But when its bad weather outside it really is important to have a rain jacket or coat or a sweater. I don't always put mine in coats when they are just running in and out, but if we are going to be outside more than a minute or two, I layer 4 legged pjs and a coat