It's also that he doesn't want to become over-reliant on magic.
There are also practical reasons for it. If Harry's down in his lab, he's going to be working, and having a spell ongoing to keep him warm not only takes away concentration he needs for crafting and thaumaturgy, but also brings with it extra magical energies that could negatively effect the more important work he's doing.
Likewise, if he goes around in the hot Chicago summer with a spell to make himself feel cool despite his duster, that's extra magical energy surrounding him that can cause his car to break down, or make all the items in the window of an electronics store blow up.