I think whippets do feel the cold if theyre standing about. Like Greyhounds they are cut down to run fast. Cut down to perform without waste that holds back speed.Thick coats and skins that keep other breeds windproof like a collie or a lakie would be baggage to a whippet or greyhound,like putting a saddlebag and mudguards on a road racing bike. There skin is thin because it doesnt serve any purpose to be thick like a hound or other breeds bred for hard conditions.