(Seemingly this is an old Finnish custom and it's common to see rows of prams lined up in the snow at nap-time, with youngsters fast asleep inside. It became widespread when it was first promoted by the father of Finland's own Dr Spock, Arvo Ylppö.
The theory behind outdoor napping is that children exposed to fresh air, whether in summer or the depths of winter, are less likely to catch coughs and colds. I guess it saves on heating bills too.)