Why not do blends?
If you can re-create natural fibers, AND what's currently available synthetically, it would make sense to do blends, like what we see in stores today.
Advantages/Disadvantages of natural fibers
Wicking, with wool, and breathability with linen (from flax) and
Shrinkage at high temps, wrinkling.
Advantages/Disadvantages with synthetic fibers
- Less wrinkling, resistant to stains.
- Not as comfortable
- Can melt at high temps.
Polyester, for instance, can cause skin irritation and, stifling in summer. Current methods of production mean that there are toxins associated with them because of the chemical process used--if your method eliminates those, that would be helpful.
When it comes to durability, both sides, argue that synthetic is better or natural is better. I think it depends on what it's used for. Here's an exchange on the outdoor stack which talks about natural leather vs. synthetics.
Fabric blends of natural and synthetic get you the best of both worlds, but for things such as underwear and tees, that are worn close to the skin, you may want natural
Hikers that hike in the cold are actually the best place to get this info--and this is a debatable point. It can be personal and cultural, so I don't see why it would be a problem in your world.
This thread talks about when wool is a good idea (when there's a chance for wetness, so you'd want a wet cold, not a dry one, and glacial streams). And you'll notice that at least one of the posters shills for a blend of synthetics and wool. And this link talks about the actual structure of wool and its advantages.
If you want your folks to wear thick woolen cloaks, make sure it's wet, basically.
Because you say:
Complex 3D printing is available and is capable of replicating any known textiles.
It really doesn't matter if the fabrics are natural or not, you can make them have the same structure, even though, technically, they are synthetic as they are man-made and not derived from a natural fiber. And further, they can have any structure you would like, lightweight or not. They can be 100% wool structure, or be a blend to make it more lightweight, but still have the characteristics of wool.
As for leather, it isn't actually great for clothing in cold weather without a lining/fur/wool. It keeps the wind out, but is terrible insulation.
ECONOMIC FACTORS Part of what you need to solve is just what the limitations of the 3-D printer are, and how much it costs for various designs. If natural fabrics are cheaper to make via-printer, or to make using fabrics, those will be used. Also, the options may be limited-- as in, you make the blueprint or license for certain things more expensive--so wool and leather might be the cheaper option. If you're talking post-scarcity, or that it doesn't take a lot of time or resources, that's a different thing, but the printer has to be fueled somehow, and the raw materials used to make things have to come from somewhere.
CULTURE & CUSTOM It's possible the colony was given a bunch of fabrics for when they landed, and that's what they have worn ever since, because they do work for the population.