He is very soft and that shirt is called "Jail House Rock." It is made for the breed and is nice and thin, so he doesn't get too hot in the warmer seasons. He likes to perch in the windows, so it also keeps him from getting sunburned.
I have two Sphyx boys as well.
I used to put a sweather on one of them as well, but he would stop cleaning himself with that on XD so I removed it again...
mine go out in the sun anytime they want. they are much smarter than us, they know by instinct when it's time to hide from the sun again to prevent sunburnt, cheers xx