Question about Rome and the weather

For my Italian friends: help me understand, why on a day when it is sunny and 65º F/18º C is everyone in Rome – and I mean everyone – wearing a down or heavy coat, and many are also wearing scarves and wool hats? I was sweating so much in my light sweater than I had to take it off, and even walking around in a light shirt – probably fashion-inappropriate – I was still plenty warm. Do I have a different temperature blood in my veins? What is going on?