Many domestic dogs are short haired. Not equipped to deal with frigid temps.
Still better equipped to deal with it than human beings are. Our temperature tolerances and our pets' are not the same. By all means, these pets should have shelter that is adequate for them. I'd take more precautions in cold weather with a German Shorthair Pointer than I would an Alaskan Malamute.
A Labrador Retriever is a short-haired dog who can spend hours in icy water and cold duck blinds with no ill effect. Many short haired breeds are pretty cold tolerant, particularly the hunting breeds. Not that they shouldn't have shelter but they are pretty robust breeds that can handle temperature extremes well.