Actually, it is quite the opposite. Both common psychological sense and a couple of books on military theory I have read stated it.
Basically, people are not afraid of what they cannot see as much as they are afraid of what they can see. Historians and psychologists often noted the strange calmness of people during the Battle of Britain. As long a certain group of people was not being bombed right that day, they seemed eerily calm whenever asked about the bombings. They simply could not comprehend that it could happen to them. Well; they could, but they still could not grasp it. Just like adolescents. They know that they can easily be killed; but yet they have an odd feeling that nothing bad will ever happen to them. Psychologists rationalised that we were not programmed evolutionary speaking, to respond to dangers from above, as we had no aerial predators.
Artillery and other long range weapons work similarly, as does the fact that people do not get murdered at close range, butchered with spears, swords, clubs, etc. Slaughter is much more sterilised today, even with the indiscriminate and often maiming nature of weapons. Getting shot simply doe not compare with being disembowelled by a seemingly utterly foreign, savage, barbarian, Gallic Swordsman. Another reason why units rout less and are more resilient nowadays.
As for naked warriors and weather, first of all, once a battle starts, even in the deepest of a winter, you are panting and sweating like swine after couple of moments of combat. The naked soldiers could take their clothing off at the last moment. Secondly, winter battles were rare, as winter campaigns were almost non-existent. "Finding a place to winter" was a common expression for a reason. Logistics was a problem back then, and due to the absence of motorized transport, it was a painfully noticeable absence. Romans had a nifty system, but really, until Napoleon (and the canned food one man invented in a competition created by Napoleon) no armies had a solid, regular, and highly organised and efficient supply system. Living off the land it was.
As for autumn and spring, some moments could be quite chilly, but forget not that one can condition himself to resist the cold. Such as Russian morzhi (walruses), to name a few. The morzhi are people who swim in the dead of the winter in freezing waters with nothing on but swimming trunks. It is not impossible, and the fact that they are moving, exercising, and not standing still, surely helps.
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