For anyone who hasn't spent much time in cold snowy places: you cannot dress for the weather when it's this cold, you can only dress for certain activities. If you're dressed for a lot of running around, then you're not dressed for a lot of standing around. Being too warm for a few minutes will soak you in sweat that makes you too cold later. That's a serious barrier to an activity like protesting. I don't know if there have ever been protests at this scale in this weather in American history.