My Dad has always slept naked. I guess that's where I get my nudism from--is him. I remember when I was about 5 years old, one night as I was getting ready for bed, going into my parent's room and asking if I could sleep like Daddy. They both chuckled and said sure. I've slept naked every night since that young age. I simply don't see the need to wear anything while sleeping.
With respect to the last sentence, I would have agreed until I slept alone for a couple of nights in an unheated caravan during a rather cold autumn. Unfortunately I had brought a summer weight sleeping bag and so I ended up sleeping in a track suit which I had luckily packed in case of cold weathr during the day.
Ironically, this was at a naturist club and the rest of the time I was stark naked and if my wife had been with me I have no doubt we would have been perfectly warm naked in a double sleeping bag.