A lot of guys genuinely think that sweating more means the workout was better which is BS. This said, it is the case that if your muscles are too cold it does increase the risk of injury and as such going to the gym dressed in a way which minimises this risk is clearly prudent.
Lastly, there is something poetic about being the guy who rolls in, hoody up, ears plugged into music, doing everything with perfect form, talking to no one and covering his perfect body because you don't even care about props from strangers.