Wool is a natural material that has been used for thousands of years, both in clothing and for sleeping.
Our bodies still react to external influences in the same way as they did in previous millennia: they sweat, feel cold, or feel hot. Wool aids our sleep comfort, being an excellent moisture and heat conductor (and regulator). Moreover, it is also an extremely good thermal insulator.
It keeps you warm on cold winter nights, yet it can release heat, keeping you cool during the summer. Due to its breathability, it helps prevent excessive sweating and the formation of unpleasant odors, and inhibits the proliferation of bacteria and mites. It also has a beneficial effect on the environment. You don't have to worry about microplastic emissions that would harm nature.