Yorkies get cold too, just ask AlaskaYorkie!! His little Eddie and Jack love they're winter warmies. There are lots of owners in here who can tell you about the cold v's Yorkie
And it's not just a weather thing, If I could get hold of clothes, Mitzi would be in some too! Especially in the rain!! Most dogs are happy just being pampered, they don't seem to care what they wear or dont wear as long as they are getting the attention they want, lol!! I guess it's a matter of personal choice. I don't see any harm in it at all.