When traveling in winter conditions, you can't expect to be "babied" in urban conditions at all times. Cars break down, facilities lose power, planes use airstairs. Prepare for unexpected cold.
My standard go-to anytime I need to be prepared for unexpected cold is capilene long johns, arctic grade. They are excellent insulators, but don't overheat you (much) so you can continue wearing them indoors. They also have excellent wicking to keep water away from your skin, in case you get wet - cotton does the exact opposite; in cold temperatures, cotton kills. They don't replace outdoor wear, but I find they give me about 15C advantage, allowing me to dress that much more lightly. And they take almost no space and last for decades with rare use.
I always have them at-hand anytime I work in -5C or below. Stripping down to ones skivvies in -5C to put them on isn't the finest experience, but it's 2 minutes of pain for indefinite "ahhhh". Obviously if I was engaging in airflight, I would put them on when dressing. They work best as the bottom layer (briefs notwithstanding).