Well the shops won't tell you because they want to sell you an insulated jacket.
Also knowledge gets forgotten unless passed on. But the knowledge is there as we have always donned an outer protective layer; in the last few decades that layer has been the outer storm parka, when I was a tadpole tho Paddys sold a lightweight japara windshirt, simple pullover with attached hood.
Also it was common to wear a cotton shirt in winter, but old fashioned cotton shirts were of quite heavy, tightly woven fabric that were in themselves windproof, so the layering was in effect the same
Woollen undershirt/windproof cotton shirt/ woollen jumper / heavy woollen bush shirt them the oilskin on top, the Paddys windproof was worn over the jumper [ that is; it was if you were rich and could afford one] we forget that historically clothing has never been cheaper or more affordable or more effective.
All I can say is give it a try and make your own decision based on your own experience.
I have been sitting on a parcel of ultra lightweight EPIC fabric for over 2 years now to make my own windshirts, maybe for next winter