He doesn't need a big fur coat because he has an ample one of his own. Maine Coons evolved to weather the extreme temPURRatures. Their underbellies have long thick fur to keep them warm, while their back coat is sleeker and more oily to repel wetness. Their tail is long enough to wrap around themselves for warmth when they're curled up against the biting cold.
Dante's put himself on ice to show you his attributes, and they are very fine indeed!