That's EXACTLY why they do it; Alpine/Pyrenean (sp?) mountaintops are 'a bit chilly', and those boys are a bit sweaty after working their slow way up there. They'll be descending 80-100kmh, coasting all the way. . . recipe for frightful chills.
I've been told grocery sacks, the old paper kind, do as well. I've not had issue with that, I have cold-weather gear that sometimes overdoes it.