Why Does Elsa Wear Heavier Clothes, if the Cold Doesn't Bother Her?

When Elsa was younger, her parents wanted her to "conceal, don't feel" and wearing heavy clothes makes it less suspicious that she had any ice power. I think it can also serves a purpose like the gloves but it might make her feel normal too.
So in "Let it Go", Elsa's power has already been reveal , so it wouldn't make much of a difference anyway.
(also to be really fair Let it Go it mostly lies)

It is to Zeigen how she is conceling herself. It shows that she is deep inside herself. And Du notice that once she comes out of her shell her clothes do get lighter. Its just Mehr symbolism.

Well of course she has to... Her father told her to conceal right? How on earth is she going to conceal if she goes around wearing clothes that are not as... appropriate to the situation? Basically it is a form of camouflage...

She had to learn how to control her powers so she wore heavier Clothes because she thought it would help her conceal.