It's a social thing, but I don't think women should have to hide their nipples if it happens to be cold and they are visible through the shirt.
It's not long ago quite many bras were sho thin you could see nipples through them too if it was cold.
But it should be every womans personal choice. Nowdays it is something which is seen as something you have to do, sadly.
Right, it is sad isn't it. But I think things are changing slowly but surely!