I thought about it and I think that the ones who are willing to freeze in winter in order to look sexy, yes. I mean, spanish women go to the beach and wear bikinis in summer. So we do show skin where it is logical and appropiate to show skin. Italian women also wear skimpy clothes in summer or the beach. See Chiara Ferragni for an example.
I don't think UK women are more confident on their bodies than us. But I think that maybe your italian girlfriend was making a dig at the UK women fashion sense (or lack of). Because it is not sensible to catch a cold so you can catch a men's gaze. haha
I mean, if it was about feeling conscious about our bodies, we won't go to the beach or swimming pools, and we go a lot. And many wear little bikinis. No body complex. Or do your girlfriend refuse to go to the beach or wear warm clothes in summer?