Wool is warmer when it’s itchier.  Try it.  Put on an old pendleton with no T shirt and sit around.  Then switch it up and try a merino wool super soft ultra processed whatever shirt, and sit around.  I promise you’ll feel hotter in the itchy shirt.  I think it’s because it’s irritating your skin, and that abrasion feels warm.  Either way, when I want to warm up fast, I reach for the virgin wool, not the merino stuff.  Lasts longer too!