Watch caps (beanies) and gloves while wearing multicams without a jacket.

Today I was stopped by a SFC and told that because I was not wearing a jacket that apparently it is not cold enough to be wearing gloves and a watch cap.  He made this sound like it was common Army knowledge and asked what unit I was from and then proceded to walk to our HHD B-hut supposedly to tell on me or something.  I was respectfull and didn't argue with him.  Later I asked my section SFC and he said he has never heard of that.  So the question is has anyone heard of this.  I could not find mention of it in the AR and there is nothing about it in our camp SOP other than a line that says both the brown and grey watchcaps are authorized with the multicam uniform.