I think wearing no gloves is better than some wool or man made mix absorbing all the water, keeping it all around your hands in the cold, I believe in protecting my body from the cold, rain, wind etc, for my health later in life.
A guy turned up to collect all the scaffolding on a big job im doing. Me and my dad were kitted in full winter gear, gloves, hats, waterproofs as it was sleating in the bitter cold, the scaffolding man turned up with a jumper adn jeans with a rubbish pair of holy gloves!! you could tell he felt embaressed!