We traveled on the Autotrain in Early January and I don't remember it being cold on the train. I would dress warmly for sleeping though. I think they may have also provided a light blanket to cover with.
I ended up propping my door open a couple of inches to try and get more air circulation as it seemed to be cooler in the corridor then it was in my roomette.
I have slept in the upper bunk of a roomette and been cool one time and warm one time, both mid-summer. I use my CPAP which amounts to a small fan. Yes, there are outlets.