Is it ever too cold...?

Despite having a fenced backyard (in which Wilson is loath to poop!), I almost always take the boys for a bedtime walk around the neighborhood. Since they always get a very long walk in the morning before work, I let them choose their evening walk. In the summer when it's been very hot and the sidewalks are still radiating lots of heat, they will often just trot to the corner, peeing once or twice along the way, and head home for the a/c. Other nights, they will zig-zag around for a few blocks, returning home in 15 or 20 minutes.
So why, last night, on an evening when it is 21 degrees with 25-30 mph winds, do they decide that the full 2 mile circle around the neighborhood is appropriate? I mean, really, don't they ever get cold?

Long walk or short, I knew it was going to be cold, so I prepared. I had on an undershirt covered by a long-sleeve T, long underwear pants covered with sweat pants, over all of that I pulled up my ski bibs, a hoody sweatshirt, my winter ski coat, and a hat with hoods pulled up over that and a scarf. And of course heavy gloves....
I looked something like this: