The areas where I might consider it warmer to not wear clothing inside a sleeping bag are: The foot area is roomy and comfortable too. In order to keep the external moisture warm, your body has to expend more heat than if the moisture was not there. Old scratch cotton made you uncomfortable, itchy and sweaty. And that leads to a good question: Thats all I can think of right now Plus there's the "Klondike Camporee" in early January.
Like many people I heard that sleeping naked in a down sleeping bag was warmer, but i always had my doubts.
Keep the bag Warm not your clothes!
And these are dry clean clothes kept away from any moisture. I'm confused and not sure if I should risk the strip-down approach. Except for with wool, perhaps. Would you like to answer one of these unanswered questions instead? Provided you don't get too hot and perspire too much, the more layers the better if it is very cold.