I'm in Seattle and regularly wear sun sleeves and knee sleeves (rest of calf just gets sunscreen). I don't trust the fit of any alternative long-sleeve option because in my experience they're all the wrong length or too loose. I never feel too hot wearing them as it'd only be noticeable going really, really slow, in which case simply rolling them down or spraying water on them works fine. Maybe would be a problem if I were on an H.C. climb during a hot spell, but I'm not ever in that situation.
I've actually been trying to find better-fitting sleeves, the ones I've used are either too loose on the forearm and wrinkle or too short. I had a weird tan on my upper arm for a year after wearing Pactimo sleeves on STP that slipped down slightly while wearing a non-aero SS jersey (was repping a charity, otherwise I'd always choose an aero jersey with longer sleeves). That and the tan line on my wrists, even protected by plenty of sunscreen, tells me how well sleeves work.