If the kilt's right, (a good weight and in wool, as it should be) it can be worn in cold weather no bother.
We have worn ours in -20C and below and not frozen anything. :-)

With me though, if I can't wear it 'right' I won't wear it at all. so no extra long kilts. (Yes, I still think there's nothing worse than a kilt that comes below a mans knee, and nothing worse than a ladies kilt that doesn't!!!)

No socks pulled up over the knee either.
So, if it's too cold to wear it Right, it can stop at home and I'll wear trousers.. Quite simple really!

Best,
Richard.