Because polyester is the cheapest option. But there were people living in the Arctic before plastic bags sewn into clothing became a thing. And sometimes even these ancient ethnic clothing adapts into modern eras, like Sámi gákti that originally made from deer hide is nowadays made from wool, silk or even cotton.

Also, the Arctic isn't the only place where a linen shirt won't suffice all year long. But you can be veyr comfortable wearing a shirt, a nice hoodie and a light to medium jacket even in sub zero weather (though for some that's more an autumn combination for single digit temperarures above zero).