This is wrong. First, you should not be sweating in a sleeping bag, if you are then unzip it. Second its fine to be naked in a sleeping bag but there is really no benefit other than keeping you cooler. If its really cold you need to wear all of you clothes and pack the empty spaces with more clothes.
Backpacking/Canoeing Instructor, NOLS Grad, Adventure Education major Prescott College
@wowshamwow, it is actually true. Any survivalist will confirm that a good sleeping bag requires stripping down to underwear. It can be pretty cold in the first minute or so, but then your body heat will warm the bag very quickly.
This is bad advice, don't listen to it.