There are a few explanations for why this might be the case:
1) Cold weather can shorten the lifespan of your battery. In general, lithium-ion batteries don't do well in cold temperatures. When the temperature drops, the battery's chemical reaction slows down, which means it produces less power.
2) If your device is already partially drained when you go outside in the cold, the battery will drain even faster. That's because, as we mentioned, the chemical reaction in the battery slows down in the cold, so it takes longer to recharge a cold battery than a warm one.
3) Some devices are designed to protect the battery from cold weather. When the temperature falls below a certain point, the device will automatically reduce the power it draws from the battery in order to prevent any damage. This can cause the battery percentage to drop faster than usual.
4) Finally, it's worth mentioning that some devices are just more power-hungry than others. If you find that your battery percentage seems to drop faster in the cold weather, it could be because your device is a power-hungry beast that needs to be recharged more often than most.