Do you wear shorts when...?  

He sounds like an Englishman. In Canada, I believe, they say that you can tell immediately when it's an Englishman's first winter (mind you, we are talking about below zero temperatures there!) because we English very rarely experience what you call zero temperatures and we don't understand DRY cold.

On the other hand, I'm not quite sure what you mean by 'under 40 degrees and below freezing'. Freezing is 32 degrees, right? 40 degrees is well above freezing (though still chilly).

Women will walk around here in that sort of weather (40 degrees) in skirts and we hear that the Scots do it all the time (not true, actually: most Scots only wear the kilt for special occasions and even when it was worn more than it is, there were trews and heavy socks for those who were out in bad weather for any length of time.

I don't think your guy will get sick from the snow and the cold. How he might get sick is by constantly coming in from the cold to a 70 degree heated room full of people with all manner of illnesses that they can't afford to see the doctor about. If he is active and has cycled or jogged to the campus, his circulation will be good and he is likely to be fit and healthy: if he has just made a short trip from a heated car, he is in more danger!

i work in an office so i do wear a skirt once in awhile with tall boots and thick leggings but i am always cold so i tend to dress pretty warmish.
there is a mail man in our neck of the woods who wears shorts all winter (i dont know him, but know of him as our mail man is a friend of ours). his legs are bright red in the winter.

frankly speaking im glad to hear that its cold there though not to the point of freezing coz i also know how it feels. but then in my country its more than 30 degree already and its very hot here and summer is just started here. so people love to go out of town and go to the beach. its really funny to think that we are already complaining of too much heat and yet somewhere out there someone complaining about the too much cold.

I think most people who wear shorts in cold seasons opt to do so since they're fashionable. But I have never seen such without a leg warmer or tights underneath or below the shorts. We all know that in very cold places, it's hard to just wear shorts without something covering the whole part of the legs.