Practically, if you go outside, PJ's aren't the right clothing. They're not durable almost at all and soak up filth very easily (at least filth that wets on to the fabric). If you're wearing PJs outside, you're not going anywhere dirty and it better be a clear day!
Agreed. Pajamas are great if you're laying in a soft bed or lounging around indoors. If you're hiking or doing anything really physical, you'll be a lot more uncomfortable than if you had dressed appropriately.
We had a "cold wave" here in UK a few weeks ago, the temperature dropped below zero C° for a while. Even I, nordic and with good understanding of dressing for the weather struggled to keep warm. I saw a woman in the tube wearing one of those fluffy fleece pajamas with Paddington bear pattern and thought: actually not a bad idea!