I just realized how vulnerable to magic warriors really are.

As someone who mains a SnS warrior, and also writes combat scenes, thank you for pointing this out!

That said, this greatly depends on the exact type of armor. Historically, and indeed even in DAI, there is a base cloth and/or leather layer, which will act as a temperature buffer (especially for cold). We see this on Cassandra and Blackwall as well. Most of the armor in the game consists of separate metal plates on specific area (breastplate, arm guards, grieves), rather than full encasement, though there are some full plate armors as well. Regardless, you do raise a good and interesting point about the Inquisitor's (and warrior friends') armor turning into an oven or icebox.