That is an excellent question. When I was doing that shrine quest where you have to stand on the hot surface for a certain amount of time I had link wearing his sheikah boxers. Not that it actually helps any, but it seems like it should.
First things first, let's toss the idea of "video game logic" out the window. With that taken care of, ever stop and think about how unrealistic the outfit capabilities are in BotW? Consider the Gerudo outfit. When you wear the whole outfit it gives Link a higher heat tolerance, which makes...