Men love the extra layer of warmth without the bulk of long johns (thermal underwear), which is often TOO warm inside. So if your work takes you in and out of doors in cold weather, you'll appreciate the convenience and comfort of being able to be a little warmer when outside and not too hot inside - and NOT having to put on or remove long underwear all the time.
One of the major reasons people get cold in winter isn't so much the temperature, but the moisture. The cotton industry would have you believe that cotton is the ideal fibres for every application, but serious outdoorsmen, campers, hikers, hunters, and skiers, know that cotton absorbs moisture and gets clammy and cold. Synthetic fibres like polypropylene and nylon do not absorb moisture and instead wick it away where it can evaporate, leaving your skin dry and warm.
This phenomenon works in hot weather too. Instead of your skin feeling damp and sticky, sticking to hot car seats and outdoor furniture, the layer of thin nylon keeps your skin dry and comfortable.