I would say they're sweaty or not breathable.

I’d just say, “gross”! Not helpful, but I don’t know that word. Not sultry. Sultry is more like weather, hot and humid. Clothes that do the opposite, let sweat out, but air in, so they’re warm but not clammy, are sometimes called “selectively permeable” or often, “permeable” although that’s not quite accurate. I bet an active outdoors person out there would know.

non-absorbent, non-breathable (with you Claire) ...hope you're staying safe. From one (Canadian/Ukrainian) sister to another

sweat (good) steam (no) absorb (no) sultry (no). Of clothes, you might say ‘She looks sultry in those clothes.’ (‘Sultry’ here means ‘sexy’) A natural thing to say would be: I’m very uncomfortable in these clothes. They don’t breathe.