I share your problem, Bill. Snug fitting synthetics have always felt cold in the winter. My thought is that when the moisture is wicked away from your skin, it evaporates and causes cooling. Everyone but you and I swears by the stuff. My best shot at a base layer seems to be the sleeveless garment they call a muscle shirt, and it works best for my if it is a cotton/poly blend.
Everyone else's milage varies, of course.
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Some people are like a Slinky ... not really good for anything, but you still can't help but smile when you shove them down the stairs.