No, it's not because she's cold.
Kate Middleton might as well trademark her impeccable wardrobe. From elegant gowns to comfy sneakers, anything she wears is practically guaranteed to sell out within minutes. But that doesn't exempt her from the etiquette rules everyone in the royal family must follow—including ones that seem rather old-fashioned.
Case in point: When the Duke and Duchess of Cambridge visited Crown Prince Haakon and Crown Princess Mette-Marit of Norway during their tour of Scandinavia, Kate was photographed speaking with the Norwegian royals. Oddly enough, the images reveal that although she's sitting inside the palace, she is still snuggled up in her Dolce & Gabbana coat. In November, Kate wore a dark green coat with velvet trim during a Remembrance Day service at Westminster Abbey. What gives?
According to royal protocol, the Duchess of Cambridge may not remove her coat in public settings. But it's not because she constantly feels chilly, and there's no doubt she is wearing a fabulous dress underneath. In truth, the act of removing her outermost layer of clothing in public would be considered "unladylike," per royal standards.
Should she feel a little stuffy underneath all those layers, she must at least step out of sight of the cameras before taking off her coat. (Find out why you'll never, ever see Kate Middleton wearing nail polish, too.)
While we might applaud the Duchess for leading a royal rebellion against this outdated practice, we won't hold our breath. Meghan Markle has been known to break a few traditions, but Kate tends to be a stickler for the rules. That doesn't mean the royals play by the books all the time, though. These are the 12 times the royal family broke their own protocol.
[Sources: Glamour, Travel + Leisure, Elle]
Why Kate Middleton Rarely Takes Her Coat Off in Public, Source:https://www.rd.com/article/kate-middleton-cant-remove-coat/