Coming from a cold part of the world myself I can't watch with straight face putting on gloves and scarves and still wearing short skirt with bare legs.

I'm sure they're skin-tight leggings. Maybe.

It kinda makes sense. They are vampires, after all. Not being among the living, I doubt that they'd have to worry about the cold. Sakuya on the other hand... At least her dress is long and she has high boots?

When winter comes into Japan, it hurts just looking at the girls in miniskirts. Some seem to insist on wearing it, no matter how freezing it is...