Laypeople are notoriously bad at observing the world, and even worse at making connections between cause and effect of the things they do observe. Remember, for hundreds of years people thought flies were "born" out of raw meat. People knew that there was something going on with raw meat and flies--after all, flies ARE born out of raw meat, in a way--they just didn't get the details right because they didn't realize (or perhaps care) that they had to use extra information to make a connection to something they couldn't immediately observe. The issue of clothes in a sleeping bag is basically the same kind of thing.
Laypeople know that there's something going on with clothes and sleeping bags. Anecdotal evidence is plentiful. All you have to do is hike a long day, make camp, flop down in your sleeping bag and go to sleep in your clothes. Then, on another night, do the same thing, but this time taking off your clothes before going to sleep. Given ideal environmental conditions, you'll probably shiver more on your clothed night, at least while you're awake. It's an open and shut case!
From the more enlightened perspective of a specialist, we know that evaporating water absorbs heat from the surface it evaporates off of. Further, we know that clothing accumulates moisture from our sweat throughout the day, and that even if it doesn't appear wet to the touch, it is likely quite moist. We know that we need to apply our background knowledge about evaporation to our choice of clothing before bed (i.e. not wear wet clothes to bed). Laypeople don't know this. They want to believe that the universe has simple, unconditional rules they can abide by in any and all circumstances, thus avoiding the use of their brains. Thus they ignore basic principles of insulation because they get hung up on principles of evaporation that they don't understand.
I think for most people on this board, we forget that laypeople use very, very simple shortcuts to draw their own conclusions about the world that neither require the scientific method, nor produce informative conclusions. Quite often, the word of an elder or trusted friend is sufficient to convince someone that something is true. How can you expect to convince someone like that to use their own brains, much less believe the results of your use of your brain? As someone said earlier in the thread, there are times when you change the topic of conversation to the weather, and this may be one of them.