Yep. I grew up in Sweden. And being outside, well the temperature is never a deterrent, anywhere in the country (I think). However, in a Snowstorm you might reconsider!
In daycare and school children always go outside at least twice a day (usually three times at school, lunch time too). And it is expected of parents to keep appropriate clothes at daycare/pre-school (so they won't forget them at home): A good rain suit, gum boots, a thick snow suit (or the new shell-type suits, with an outside shell and layers under), thick waterproof winter boots, winter hats and water proof mittens.
At a lot of day care places children nap outside in push chairs and prams. They are then warmly dressed, and the push chair has one of these insulated sleeping bags, either a sheepskin one or a thick sleeping bag-type one.
When DD was little (although it isn't as cold were we live), I used a thick wool blanket folded under her and around her sides, and a thick knitted blanket on top of her (and the harness), a thick coat, thick wooly slippers, wool baby legs, a cotton hat and a knitted wool hat on top, tied on. I think I over-dressed her, actually.
One of the most annoying things about living here is the Kiwis attitude to weather and temperature. Oh no, insulation and double glazing is un-necessary, just put on a jersey and harden up. But it is raining, or there's a bit of chill in the air - the kids can't go out, they'll get a cold! (And why waste money on rain wear, kids aren't out in the rain anyway!)