Why in the "Game of Thrones" John Snow does not wear hats?

Winter has come, and judging by the snow-covered landscapes, the characters of the series should be cold. So why do they do without headgear?

Sacrifice for the sake of art

The film's screenwriters were adamant in this matter. Here is what the performer of the role of John Snow said about it:

"The question was serious and painful. Characters fall into harsh climatic conditions. Why do not they wear hats? But the producers had their own opinion, and the answer was prepared long ago. It is necessary to suffer, they say, the faces of heroes show much more important than to keep warm. Dot. When a location is chosen for the set, people are extremely difficult to distinguish from each other, even without hats. The most important thing is to identify us. With this I had to accept, but I assure you that it was I who asked the hardest for the hat. "
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Filming of many episodes of this season took place in Iceland. It was really cold, and the actors repeatedly hinted that it was time for them to come up with headgear.