In Italy, you may well catch cold if you do any of the above activities, but you may also catch cold if you:
Walk around your house barefoot.
Take a "hit of air."
Wear shoes without socks.
Forget your umbrella in inclement weather.
Experience wind.
Experience any barometric changes.
Have spent too long away from the sea.
Have spent to long away from the mountains.
It's more dangerous being Italian.