In my opinion, they are a lot like horses....once they hit a certain age (fully feathered for chickens) they will adapt to the weather around them by growing thick hair, more down feathers etc. If you put a blanket on a horse, or let chickens under a lamp for too long, or even when they are grown, you are taking away their ability to naturally protect/ insulate themselves.
They are animals, aftter all, and just because WE are cold, does not by any means indicate that our animals will be cold as well. I do not see a fully feathered, 6 week old chick dying from the cold when it is not even freezing temps, ESPECIALLY if they are kept dry, protected from the elements, and have buddies to snuggle. Nature prepares them better than that.