The key is not magical trousers, but long winter coats. You can get these long and parka-style down to the knees (random example), and they let you keep warm while wearing basically normal office/home wear underneath.
Alternatively, many women opt to just wear a "normal" parka, leggings and warm boots and minimize the time they spend outside, since all offices, public transport etc is well heated anyway. Nobody wears ski trousers unless they're a) skiing or b) work in a job that involves spending hours on end outside.
Update: Live from Helsinki, Daughter of the Baltic, it's TSE's intrepid fashion reporter jpatokal!
It's a nippy -15°C January day in Helsinki, and here are the results of a highly non-scientific survey of what Finnish women are wearing in 2016:
- Around 25% are wearing long coats that go down to the knees or below. Included in this is a small but notable subset (<5%) of mostly older ladies who wear fur coats, some right down to the ankles.
- The remaining 75% are wearing short coats that go down to the hips but not far below. These are most commonly coupled with above-knee dresses/skirts and leggings, and the mode du jour appears to be leggings ripped at the knees. This can't possibly be very warm, but fashion > being cold.