They were not supermen by any means :)
But yes, temperatures were higher, by more than 1 degree (Kent and Wales were famous for their wines, right now it's far too cold there for that for example).
And don't forget that in the Roman era, wars were fought in summer almost exclusively, later expanding into spring and autumn as the conscript army was replaced by a professional one. The reasons for this are in large part practical.
- winter would not support an army on the move with food from pillaging, hunting, and purchasing in the area it passes through, back then there were no supply trucks and aircraft bringing in food and supplies from the rear hundreds of miles away like we do now.
- troops were mostly farmers initially, campaigns used to start after the fields were planted in spring and ended again before the autumn harvest so people could be home in time to bring in the crops. This later became less and less a factor as the army was professionalised and troops no longer drafted from the general population but drawn from a permanent cadre of paid and maintained troops.
- autumn and spring conditions would have turned large areas into boggy marshes, impossible for a large force on foot (with some hand- or animal drawn carts with heavy equipment) to traverse. The terrible suffering in the trenches in WW1 is in part caused by ignoring this, armies to this day have trouble fighting in spring and autumn on the European plains because of the mud.
I have seen pictures of Roman troops along Hadrian's wall (where there were permanently manned bases) wearing wool and fur cloaks, trousers, and boots similar to what the locals would wear. The Romans were pragmatists if anything, and were never afraid to adopt local customs if they made sense to them (similarly, Romans were quick to welcome foreign gods into their religion, as long as those gods were not those of monotheistic religions like Judaism and Christianity which claimed all other gods to be false and were thus a threat to the Roman state which relied like so many on the divinity of their rulers (especially during the imperial era, during the republic they afaik were merely endorsed by the temples rather than claiming to be divine themselves)).