I believe it depends on if you are a person who feels the cold or not.
I rode for a short time today without the usual small givi screen. I feel the cold. I had my usual good layers (poly prop, Cotton tshirt, pressure suit, windproof/ fleece ground effect vest, square of 5mm closed cell foam that covers my chest/puku & winter textile jacket with liner.
I really noticed not having the screen. Although I was warm during the low speed pootle I know I would have had to get out my warehouse rain jacket to seal the goodness in if I was to be riding at speed (over 95kph) for an extended time. The cold air would have worked itself into my soul sapping all energy & resolve. The screen although annoying with the redirected air being pushed up into my face does keep it off the chest area. Choose your demons I spose.
I no longer look at it as a HTFU thing I look at it as a safety thing & an enjoyment thing. I ride like crap when I'm cold & never feel confident - it feels like hard work. When I'm warm & my muscles are loose riding a motorcycle is like heaven. I don't have use my bike for transport, I use it for fun.
I reckon heated vests would be the way to go - you can always turn them off on the run.