Skiing and snowboarding *are* physical outdoor activities, but only 25% of the time. The other 75% is standing around waiting for the lift, and sitting around on the lift. Thus, coats for skiing and snowboarding are designed to keep you warm when you're standing around or sitting around.
*Downhill* skiing, yes, but cross-country skiing is just like cycling, but at a lower speed.
I would suggest looking at cross-country ski wear.