You can certainly bring your concern to their attention and state your preferences... ask for understanding... but if they decline and continue in the same manner, action is now incumbent upon YOU... if your action is to get them to change... you've got yourself a control issue.
I see so much potential for escalation here.
I just would have called into the room where your wife was and just said 'Hon, I don't think it's cold enough to warrant changing their clothes, but I'll grab sweaters for them'. It keeps you in charge and in a non-confrontational way, lets your MIL know that you will not allow her to overstep.
"Happiness is a butterfly, which, when pursued, is always just beyond your grasp, but which, if you will sit down quietly, may alight upon you."
