I own three long-sleeve high-end cycling jerseys that I can't imagine actually riding in. They are warm, but don't cut the wind, and the feel of wool on the skin isn't for me at all.
I do, however, often wear them when in reality, though more formal attire is in order, but I think I look retro-hip in my wool jersey used as a sweater. That's how cool I am. Or how cool I think I am.