I believe some people use them on ex- batts when they first arrive with very few feathers in very cold weather, but they are not necessary or desirable for ordinary chickens who are properly feathered. Chickens have fantastic insulation from their feathers, which they can puff out for extra warmth when required, and once acclimatised they can do well in very low temperatures, many degrees below frezing, so long as they have shelter from freezing wind and rain and a dry coop to roost in.
You can get canvas saddles for hens running with a cockerel, but these are to prevent his spurs from damaging her back and wearing away the feathers, not for warmth.