Exactly - when the weather report says "its dangerous to go outside" and "exposed skin will freeze in less than 1 minute", there's no amount of clothes that'll save you.
That isn't bad weather though, that's extreme weather.
I saw a CBC story on Winnipeggers and all the pedways. Maybe someday the entire city will be elevated walkways or maybe underground.
Then again cold is one thing but Cape Breton with 160 km/h winds on a typical stormy winter is nuts.