There comes a point when your legs are cold no matter what you’re wearing. If my kneecaps are freezing in jeans, then I might as well wear the skirt. Works best if the main issue is wind, because stockings/tights will actually do a fair amount to block that. Cold and WET, on the other hand, is a no-go. I’ve worn miniskirts (and micromini skirts, and other assorted interesting things) in freezing weather and as long as it’s not snowing or raining I’m as comfortable as I’d be otherwise.
Other factors you might consider are that some girls, at least around here, will only wear tall boots with very short skirts. Those do a lot to help your poor calves. Long coats (trench coats or greatcoats) also make appearances on some girls.