Although they match the appearance of the Pyromancer outfit, they do not count towards the set bonus. They only provide warmth while subduing the Wintertodt, which reduces the damage taken.
If the player has three pairs of warm gloves in their bank or inventory, supply crates will instead give a magic seed when it would have given gloves. It is therefore recommended to keep excess warm gloves unless bank space is an issue and you do not plan on doing more Wintertodt.
- Jagex. Mod Ash's Twitter account. 14 May 2018. Mod Ash: "The dev who made that table does indeed appear to have written it so that if the game's thinking of giving you gloves, and you already have 3+ pairs, it'll give you a magic seed instead. Same for torches and the torstol seed. It's an unusual bit of code, but looks intentional."