I say to hell with that. There's no such thing as macho when the wind chill is 30 below. If I had a football game to play outdoors yesterday ... well, actually, I'd have just quit the team. I would have stayed home, made hot cocoa, and knitted something pretty.
But if I couldn't have quit, I'd have been out there with three layers of thermals on, and dozens of those weird hand-warmer things stuffed into any bodily orifice that accommodate them (granted, this doesn't leave many options, as I don't think it's safe to have those things in your mouth).
Going sleeveless is a practice that I'd really like to see stopped. It's a humane issue, really. If we don't protect these linemen from their own caveman, macho, idiot perceptions, then someone's going to start losing limbs. At this point in NFL history, everyone's seen it before ... it doesn't intimidate anyone, and as far as I know, coagulating blood in the extremities doesn't make anyone play more effectively.