I wonder if she's associating the jacket with being outside on her walks and feels that it shouldn't be there when she's inside. If the jacket is an outdoor one it may feel uncomfortable when she tries to lay down or relax or it could even be the noise it makes that she doesn't like. I'm wondering whether it would be worth buying her a different one for indoors. There are some really great soft fabric dog coats which are made especially for indoors and these may feel a lot more comfortable for her.
However if she really hates her coat I would consider forgetting about it whilst you are in the house. If she gets cold you could leave her a few blankets so that she can burrow under them or even one of those triangular cat beds which she could get into.
