When the advertisement is more important than the person, even if you would feel better without the hoodie, you keep it on, to feed your image. Whether that's right or wrong in the general case is beyond my scope to say. Maly is using Zuckerberg's choice as a prism on facebook and modern tech in general, saying that those who adopt facebook will have to make similar decisions, that people who always believe they are being watched may elevate the need to project an image over other more human needs.
The key to the article is that Maly believes Zuckerbergmay have kept his hoodie on because it was more uncomfortable to take it off than to experience physical discomfort, and that people who are being watched may do the same. I enjoyed the vignettes but Maly could've benefited from highlighting Zuckerberg's choice as the "strange thing" that his article grew out of and then using the history of the hoodie as a layer on top of the "strange thing" instead of juxtaposing the two threads.