What does “penetrated” mean here? How does the word “penetrated” show the effects of the weather condition?

In this context, penetrated would be defined as seeped through.... permeated. By using this word, we can infer that the cold weather was severe, and that Aaron's coat wasn't sufficiently warm.

The wind became as cold as ice. The road to town was narrow and winding. Aaron no longer knew where he was. He could not see through the snow. The cold soon penetrated his quilted jacket.