I've gotten two versions of "Aren't you hot in wool?"
I've had the inverse; "Aren't you cold?" from a fellow shivering in blue jeans and a cotton sweatshirt. "Are you kidding? I'm wearing enough wool to knit a sheep". With my thick hose, kilt, heavy Hebrides sweater, and woolen bonnet, I was perfectly comfortable, and considerably warmer than he was.

I must be an exception; I don't find most questions irritating, and enjoy the opportunity they offer.