My rule of thumb is that if a horse is fluffy and happy then leave it, if it is cold/tucked up/losing condition/suffering from rain rash, blah, blah,blah - then do something about it, if that means something as simple as putting a rug on then do it. You'd put a coat on your Granny if she was cold, why not a horse?
Sod whatever anyone else says, your horse, your decision.A case of knowing your horse better than anyone else, conscience doesn't come into it, common sense does.
I don't give a fig whether a horse is a native or anything else, breed is totally and utterly irrelevant. As for feral ponies coping, they do, because they have no choice, but many of them are nothing but skin and bones come Spring, they survive, or they die.
I have some seriously tough Quarter mares (natives here basically) none have grown anywhere near half their winter coats yet, they are out in howling wind and torrential rain and are fine, so is my geriatric arabian, and the foals. The Quarter stallion is hiding in his shed with a blanket on, at 7C it isn't cold, but he is.
With a New Forest or any native pony, I personally wouldn't ever rug them, whatever the weather, as long as its not clipped. They will already be well protected from the elements with their winter coats and will be way too hot if you do rug them up.
If you go to the New Forest, do you see any horses running around with rugs on?- of course not!!
If you clip, then OK rug up, but otherwise leave alone I would say.
I had a little Connemara X Welshie when I was a teenager and it lived out all its life and was never sick or sorry. I never ever owned a rug for it!