How easy it is to keep a down bag dry depends a lot on what sort of climate one is camping in. In dry areas it is easy enough to keep a bag dry. Likewise in very cold cold areas like the arctic or high mountains. In coastal forests, such as one finds in the Pacific NW, BC, and coastal Alaska, keeping dry is a lot more challenging.

In those situations, no matter how carefull one is, over the course of a camping trip gear gets progressively damper and damper. Transitioning from outside the tent wearing wet raingear to getting into the tent always brings in at least a few droplets. Condensation inside the tent is also an issue. Wind blowing rain into the entrance when entering or leaveing the tent can be a real pain. Really strong winds can blow rain up under the fly, and be a serious issue. Snow camping in relatively mild conditons (at or just below freezing) is also a situation where it is hard to keep dry.

For all of the above reasons, I have almost entirely gotten rid of down gear and replaced it with synthetic. Synthetic insulated gear is also generally less expensive, and easier to maintain. Where one can be sure that it won't get wet, down has its virtues. It is lighter weight, and stuffs more compactly than synthetic.

Wool blankets are good insulation, but tend to be heavy. They work OK for in a car kit or other situation where one doesn't need to backpack them.