He never mentioned it.

However, this whole concept isn't as stupid as it sounds.

One of my buddies in Officer's Basic Course called his soon-to-be commander when he found out he'd been assigned to the 10th Mountain in Fort Drum. Over the course of the conversation, it came out that it was common practice for the guys to put socks over their genitals to keep them from freezing during the early morning PT sessions during the Upstate NY winters.