Yeah, that makes the most sense; you want the heat at the closest reasonable layer you can get it.
My annual reminder to folks using this stuff stands:
Turn it up just warm enough to be not cold. If it feels actively hot, it's too high, and you can end up still developing hyperthermia as your sweat cools and saps more and more heat away, making you turn it up higher and higher, and it's a terrible circle. It's Winter. You should expect to feel cold. Heated gear is meant to extend your time in the cold, not to create sweat.