Not every layer is designed to be removed. Cycling shorts and base layers sit directly against the skin and remain the same regardless of the temperature – the chamois pad setup only works if there is nothing in between. The short-sleeved jersey forms the constant base layer on top.
The only layers that can be removed are those that are separate, independent items: arm warmers detach at the upper arm, leg warmers at the thigh, and the vest via the front zip. All three can be taken off during the ride and stuffed into the jersey pocket – an advantage over long-sleeved jerseys or long cycling tights.
Your head and hands are the first to react to the cold, yet these items of clothing take up the least space when stowed away: a thin skull cap under your helmet or a scarf weighs next to nothing and fits into any jersey pocket, even if arm warmers and a vest are already in there.