I really can't see why you should regard it as an issue to worry about but, as you clearly do, the standard teacher's solution of using a question to reinforce information is worth a try:
e.g.
"It's a bit cold today, isn't it? What do you think would help you to keep warm?"
or
"It's starting to rain. What can you do to help you keep dry?"
If your children can understand a reason for zipping their jackets up, they're far more likely to do it. (If there's no reason, then you should be the one answering a simple question: "Why on earth are bothering about it?")