Wool fibers create a lining of still air, one of the best insulators found in nature. These little pockets of air create a dry layer of air next to your skin to hold in heat during colder months and cool your body as outdoor temperatures rise.
Evaporation of moisture is our body’s natural way of keeping cool. Wool helps this process along by drawing moisture from the body during sleep, absorbing it into cells, and reducing skin temperature. When you’re cooler, you toss and turn less often, and sleep more soundly in a deeper REM state.
In summer, outdoor heat is kept away from your skin because of wool’s insulating barrier of air pockets. Sleeping with a lightweight wool comforter acts like an air conditioner.
Where does all that moisture go? The average sleeper gives off nearly a pint of water vapor in an eight-hour sleep period. Wool can absorb up to 30% of its own weight without feeling damp or clammy. The cells of wool fibers are porous, so they quickly and efficiently absorb and evaporate moisture — unlike down, which actually holds moisture and can create mildew.
One more thing to add to your list...
Wool is mildly fireproof. Traditionally, military uniforms were 100% wool partly as a safety feature to help keep soldiers from going up in flames with all the firearms and explosives going off all around them.