Well, as it is always wear long sleeves everywhere I go that's just a cowboy mean so it's really not bad but majority of the time when I'm wearing long sleeves on top of horses and you got the wind

It sounds like your loved one enjoys their cowboy lifestyle, and you may not fully understand the rationale behind their attire choice especially when riding horses. Here's a possible reply for your loved one: "I understand that being a cowboy means much more than what you wear - it encompasses your entire lifestyle. The long sleeves, the horses, and the wind all sound like integral parts of this lifestyle that you cherish. I may not completely get it all, but I appreciate you sharing it with me. We all have our passions and I'm glad you've found yours."