Dog in a sweatshirt

I've seen dogs wear clothes before, like little doggy capes with front leg holes that say, "What happens on the sidewalk stays on the sidewalk." But the clothes I've seen so far are doggy style. When I went to the grocery store the other day, I saw a dog with a people sweatshirt on.
Okay, so it's cold outside, I get that. They probably don't make "What happens on the sidewalk..." doggy coats in his size, either. I'm all for adaptability. The thing I didn't get is the OTHER dog with no sweatshirt. Why does one dog get a sweatshirt and another dog in the back of the very same truck doesn't?
Maybe it's some sort of canine security blanket, the sweatshirt the dog had since puppyhood. Perhaps the other dog is better adjusted, able to ride around with his head sticking out the window and no thought for security.
Some things just plain make us feel better.
What do you have for a security blanket, real or metaphorical?