This one definitely falls under "personal preference".
I first started with a lightweight silk liner. While I never actually got "tangled" inside the liner, I still disliked the "bag in a bag" feel. Worse, I am one of those who always have to get up "a few times" in the middle of the night -- and the liner represented yet another layer that I needed to get into and out of -- each time.
After a few minor struggles with the liner concept, I switched to wearing silk long johns and a thin pair of liner socks. I feel much less "engulfed" and restricted, and will never go back to a liner again.
But of course, plenty of people use liners and are happy with them. So, the overused cliche still applies: YMMV.