It was during a couple years of train commuting that I too became intimately familiar with the thermal properties of various overcoat configurations!⇧ This made me chuckle. Back in the '80s, for the first few years of my post-college career, before I could afford to move into NYC, I commuted from an elevated NJ train platform.
Standing on that platform in January at 5:30am, I needed every ounce of overcoat that I could afford. I used to, literally, hold the arm holes of my coat closed with my gloved hands to keep the wind from coming in through the sleeves. Some mornings were insane.
But since then, and to your point, I have almost never really needed a heavy weight overcoat, but have always owned one anyway.