If it's cold and you're sweating enough to be an issue, they you are overdressed or wearing the wrong raingear. I've never taken sleeping cloths, summer, winter, or whatnot. I'm just too lazy . . . I take that back (the never sleeping cloths, not the lazy). In the warmer months, although I hike most of the day in shorts and a t-shirt, I'll often sleep in my long-johns (that I didn't hike in) because I tune the sleep insulation for long-john use. I will then often hike the first hour or so in the morning in my long-johns before stripping down. In winter, I usually sleep in the cloths I wore all day, but I add some extra insulation like my puffy jacket since. Again, my sleep insulation is planned with the expectation that I am wearing most of my cloths.
Now, I will often have some damp cloths from wet snow or rain, but those dry out while I sleep, and if they are wet enough that I will be cool sleeping, I'll add a hot water bottle to my bag to help dry everything out faster and more comfortably. It works great on wet pant bottoms. And finally, if it has been a typically bad Pacific Northwest all-day soaking rain and my cloths are truly wet, I will not sleep with them, but rather hang them up wet and put them back on wet in the morning. . . not an issue in the winter then it's freezing.
I probably stink more than Slo-go'en.
As for Northeast damp cold, it's nothing here in New England compared to the damp cold of the Pacific Northwest. My take on damp cold in New England is that it tends to be either really cold or really damp. And, the damp only lasts a day or so before the weather changes. It's not the weeks long endless drizzle in the mid to low 30's of the Pacific Northwest Coast Climate. So, no belly-aching about New England "damp cold" permitted.