Depending on the era, as well as the company, that used to be a rather hot topic for a while in the pre 9/11 days. It was seen as a behavior observation when the interview people would come in and say "please, everybody relax and take off your jackets". IIRC, it was observed that the candidates would naturally relax, be themselves, and the interviewers could get a better read on they types of people they were. As opposed to the clones/drones sitting/standing in a room.

Of course, pilots being pilots were always wondering if it was a test. You know,"always be professional and don't take your jacket off no matter what" and/or would it be seen as bad to NOT take your jacket off, etc.