Mr H,
Lambs cannot be said to sweat (well not as much as humans do)they exude lanolin, and so the plastic bag is only a form of insulation and not harmful to them,Baby lambs are like human babies,not very good at controlling their metabolism and temperature,hence the bags.
Im Lost,
NO you HAVEN'T fallen again,what you heard was right,but let me simplify it a bit.
Mother Ewes recognise their lambs by smell,if a Mother ewe rejects her lamb(or dies),it is easier for the farmer to get a new ewe to accept a lamb by rubbing the "wooly jacket" on the new mother,she then accepts the lamb as hers.Of course they COULD do this without the wooly jacket,BUT it's easier to get the new mother's smell on it,and if the lamb is at all sickly ( as it may be if it has been rejected etc) them it would serve the same purpose as the plastic bag method.
Oh yes,there's more going on in field full of ewes and lambs than you might imagine! LOL