One of the basics of correct car seat installation, in addition to buckling the car seat tightly into your vehicle, is that your child is 'buckled snugly' into the car seat itself. If the harness straps are loose, then your child can be injured or could even fly out of the car seat if you are in a crash.
Remember that the American Academy of Pediatrics advises that "It's OK to adjust the straps to allow for thicker clothes, but make sure the harness still holds the child snugly. Also, remember to tighten the straps again after the thicker clothes are no longer needed."
Keep in mind that this will likely not apply to very thick and heavy winter coats with car seats though, which may become compressed under the harness straps in a crash, become too loose, and may allow your child to become injured or even ejected from the seat and/or car.
