Smart move or snowflake? Everyone has to make their own decision on this.
I've nordic skied and alpine skied in conditions like that - but that was years ago when I was decidedly more hardcore and gung-ho about things.
As someone else mentioned, snow conditions can be a factor. If it's fresh snow, sunny with little wind, it can be a very good day to ski. But if the snow conditions are shitty, or it's windy and wind-chills and possibly frost-bite then, you have to ask yourself, why go?
I know for nordic, the glide starts to get really slow, at these cold conditions and colder, and unless you have dedicated skis for this cold, and with some expensive and exotic wax, and time consuming prep for the skis, it's a bit of a slog out on the snow.
For alpine skiing, to ski in those really cold conditions, you to really think your apparel choices over and have the right gear - the simple solution of just piling on as much as you had would really restrict range of motion and flexibility - two key things for high performance and enjoyable alpine skiing.
Steve Fleck @stevefleck | Blog