There is nothing more uncomfortable than wrapping up in a wet bedroll at night. You are likely to freeze your *** off, nothing less...or to put it another way, if there's bad weather, be smart and get out of it. Abandon the idea of wild shaggy Scotsmen stoically tramping over the moors through all manner of hell in their great kilts...if they had to do it, they probably weren't any more comfortable than anyone else would be in the same situation, and were probably thinking "only three more miles to the house!", which is what most people caught hiking in bad weather are thinking.
Good point. Despite historical references (i.e George Buchanan, 1581) describing men in belted plaids sleeping in the open, in snow, wrapped only in their wool plaids, it never says they were comfortable!

I do recall reading somewhere that men would intentionally dunk their plaids in a burn to soak them, and then wrap themselves up tightly for sleeping, so that the steam generated inside would keep them warmer than if they were dry. Does someone know the source of that? It might suggest that sleeping in a wet plaid could be preferable to a dry one.