Pajamas vs. Nightgown: which do you prefer and why?

I’m interested in switching to nightgowns and would like some more information. I haven’t worn one in years (since I was a kid) and can’t really remember why I gave them up and started wearing pajamas.

I usually wear pajama bottoms and a tee shirt, or a mens style pajama top & bottom.

I live in a cold climate, and I feel like the top/bottom combination may not be as warm as a long night gown.

Please, if you wear a nightgown, let me know why you like it and if it keeps you warmer than regular pajamas.

Thanks!