Replying to Saga Monarch Jacket

i just received my monarch jacket in the bachelor colorway and it looks sick, but its really thin. It almost feels like a rain jacket. Its a 300$ jacket, ik it really waterproof and stuff but its super thin. i live on the east coast so it can get extremely cold and i dont wanna have to wear mad hoodies just to stay warm, i just paid 300$ for the jacket it should do that. Idk if i should keep it or return and get an anomie. +k for responses