How can you wear all those coats and warm clothes inside buildings???

I’m an exchange student and have only been here a month. I’m getting used to most of the stuff here but i, coming from a really warm country, can’t understand how you wear those big and warm coats inside where it’s warm. the moment I enter any sort of enclosed structure I physically have to take off my big outside coat. I get itchy and sometimes even sweat underneath. Yet I go into a prisma or lidl and everyone around me is wearing like 5 layers of clothing like it’s -20 degrees inside the store??? How 😩😩😩😩?????? How are you not dying?? Again I come from a country where it falls below 0 for like one day every handful of years, so maybe this is a regular thing for people in colder countries. But still. How.