You know what thermals are good for? Staying warm. Staying warm should be really important to you and even more so to Captain America! He can tell you first hand, mainly because he spent a great deal of time in suspended animation because he didn't dress properly. "Sure," he said,"I'm zipping around in this experimental drone plane and I figure a t-shirt and flip flops should do me fine." Guess he didn't realize that plane's flight path crossed over the North Atlantic.
Couple decades later they find Captain America as a giant ice block! They thawed him out and the first thing Cap said was "Damn, I should have worn my Captain America Long Sleeve Junk Food T-Shirt! That thing is so nice, it is really soft, it is really warm, and it has the proper amount of patriotism allowed under the Constitution." Captain America knows that Junk Food produces some of the finest t-shirts in the world, and they are always of a much higher thread count than your standard shirt! My country 'tis of Tee! Made of 100% cotton.