It's pretty typical for local Chinese people to make comments about how "under-dressed" babies are. As long as you're using your best judgement as a parent and your child is not cold (has cold hands/feet/shivering etc.) however you dress your child is fine.
My son was born in the Northern North America in the middle of the winter. It was cold. Inside was heated but we still took him outside--even as a newborn. When we got back to Hong Kong, the weather here felt very warm even though it was February. We got lots of "dirty looks" and comments from local people (especially the old women in our village) about how cold our baby must be and how under-dressed he was. He NEVER got ill that entire year--not a sniffle...funny thing is he only got ill when we went back to North America at the end of the year for a trip.
The children's doctor in HK (local HK Chinese, himself) we used to take my son to who is one of the top doctors in HK (serves on many medical boards here) told us flatly, "HK people over-dress their children. If your child is sweaty and you need a towel to soak up the sweat off their back--your child is over-dressed. How you are dressing your baby is just fine."
It's all about perception and no matter how you try to explain it you'll still get those looks and comments. I just smile and thank them and keep doing what I'm doing. Mother knows best.
How do we dress our children? We dress our children in layers--both for the 4-year-old and the 8-month-old. T-shirt or onesie on the bottom, long-sleeved shirt on top of that with trousers (corduroy for the baby), sweat shirt on top of that and socks--worn inside and outside the home (because I think that warmth starts and ends in the feet and head). Inside our flat it is really cold because of how our flat is built--the plaster just holds the cold and doesn't insulate well at all. But, when we go outside and the sun is shining it's actually warm sometimes (maybe with a cool breeze) so then our children can be "unlayered"--down to a t-shirt or onesie with trousers if needed.
If the baby is being carried in a carrier (Ergo) then usually the most she has on is a long-sleeved onesie and maybe a vest--otherwise she gets way too sweaty. Nowadays in the mornings I'm sending my son out with a mircofleece jacket, stocking cap and thin gloves but by noon he's just wearing his long-sleeved school uniform dress shirt and the microfleece.