The logic seems to be better sleep and perhaps fat burning.

Arguments about comfort aside, I still wanted to find out which option is best for your health. So I called up Shawn Stevenson, author of Sleep Smarter: 21 Essential Strategies to Sleep Your Way to a Better Body, Better Health and Bigger Success. 

Health-wise, it's important to let your body cool down during sleep, Stevenson said. Cooling down will lower your blood pressure, which in turn helps your body activate its "rest and digest system" — otherwise known as the parasympathetic nervous system. Cooling down also helps the body release certain hormones and reparative enzymes, he said.

Sleeping naked is obviously more conducive to cooling down than, say, a thick flannel pajama set. But some pajamas are OK, Stevenson said — "we just need to keep it simple, light and loose fitting." 

Theresa Fisher, science editor at Casper's sleep news site, Van Winkle's, also spoke of the physical health benefits of sleeping naked. (Fisher is a former contributor at Mic.)

Your body temperature lowers when you're falling asleep and when you're in deep sleep, Fisher told me. "If sleeping naked helps with thermoregulation — if it helps keep your core body temperature low when it's supposed to be low — it would help you fall asleep and sustain deep sleep," she said.

A 2014 study found that sleeping in colder temperatures helped activate "brown fat," or "good fat," in adults. Brown fat helps burn calories in order to generate heat, and you want "as much of this type of fat as possible," according to Women's Health. 

That being said, when it comes to sleep health, you should weigh your physiological and psychological needs, according to Fisher. "If you're not comfortable sleeping naked, the anxiety it produces will probably override the physiological benefits," she said.