Not really a myth, you have to look at the context. If you are humping 80lbs of gear all day, conducting section attacks, generally sweating your"bag" off, then crawl into your sleeping bag in your sweaty gear, you will freeze. Especially up here in the GWN. We don't really get the chance to "chill" by the camp fire after a long day. That's why we strip down, and still practice it on Arctic Operations training. It lets the body dry out, and you sleep warmer because of it. If you have the "luxury" of extra clothes, then by all means wear them.
In the context you describe, getting dry is the key, though some of that is specific to the clothing/clothing system. If you're wearing cotton or old-school polypropylene layers, you may find that you've got to get out of the wet clothes ASAP. On the other hand, the Protective Combat Uniform (PCU), which is basically the Patagonia Regulator clothing system adapted by USSOCOM, actually works a little better when the user lets the clothing dry out while worn. It's uncomfortable at first, but it works. True arctic conditions are an interesting animal for the military, as the priorities shift somewhat to to surviving the environment at the expense of tactics.
I came into the military with some backpacking experience and I remember doing the German shepherd head tilt the first time we were advised to strip down in our fart sacks, but now I understand the context. At that time we were wearing cotton t-shirts, cotton undies, terrible socks, and a cotton uniform.
So I don't think you're wrong, because drier is warmer/safer, but I do try to dispel the myth that sleeping nekkid is warmer since it defies physics to use less insulation instead of more.