I wear them under the regular pants when it get’s really cold.

I should clarify I’m a guy and I don’t think I’ve ever worn tights. But I think some trousers can feel colder than tights (because tights are close to the skin and trap a tiny amount of heat) but obviously would be colder than a thick pair of trousers, particularly ones that block the wind. However the fashion is for ladies to get their legs out, wearing tights does this while being warmer than bare skin.