I agree that your comfort is what matters, not "propriety."

That said, I usually find it a bit chilly on long-haul flights. Regardless how hot it is where I board or deboard, I ALWAYS wear long pants and a long-sleeved shirt - for the sake of my comfort. Looking around, it is not uncommon to see folks shivering and asking for blankets - which may or may not be available. YMMV.