IMO a base layer shouldn’t keep you warm, that’s the job of other layers. Your base layer should act as a windstopper and, most important of all, keep you as dry as possible.
They’re right, you’re not. Well you are and aren’t.
Base layer for wicking, mid layers until you are warm enough for insulation, and the outer shell keeps the wind and rain out, or just wind.
Gore make windstopper base layers because people will buy them when they aren’t needed. Same reason they make windstopper mid layers.
Insulation is based on the idea of trapped air. So if you don’t use an outer windproof shell, the trapped warm air is blown out of the fabric by cold incoming air. Now, you may want this to happen on a bike where you are warm and need the sweat drying off, but if it’s really cold you won’t.
A single windproof outer layer with a base layer is much warmer than a stack of fleeces without a windproof layer.
Anyway to the OP – base layers come in a few weights, but if you are really cold you want to stick more fleece on – it’s cheap enough. Best wicking base layer I’ve ever used is a Mountain Warehouse one, it was £6.