Well, most people who go sledding are pretty warmly dressed. We're not talking T-shirts and sneakers here.
A blizzard on Lake Winnipeg would take a lot more than 4 lbs. of gear to stay in place and stay warm. But I agree extra warm gear would have been of great value, especially once they got off the lake.
One of the seductive dangers of sledding or ATV trips is that a four hour drive in can equal a two day walk out.