Presumably they are like the windtops worn by cyclists?
I find windchill much more of a problem than lack of insulation. A decent windtop to keep the wind off your torso is a big help.
I have a very lightweight windproof gilet (sleeveless jacket) which packs down smaller than a medium-sized apple. It makes a big difference when there is a cold wind blowing but doesn't make me overheat when out of the wind or exercising hard.
Wind shirts are very thin lightweight jackets, pullovers, or anoraks that hikers wear in windy conditions. Weighing 2 to 4 ounces, they pack up to the size of an apple making them incredibly easy to carry and pack. Wind shirts are usually made out of lightweight water resistant nylon or breathable Pertex that is insufficient protection for sustained rain, but can be worn over a fleece or base layer to cut the wind and keep you warmer.