As you need you digits (well most of them) to do almost everything in a military cockpit, protection of them is given high importance. Leather gloves are a cost effective means of providing durable garments.
In addition to protection from the heat from short-duration "flash-fires" various other gloves or glove combinations exist. There are immersion gloves which have a rubber wrist seal and are treated with a water-repelent substance to help in the sea survival case. Under these you would normally wear a thin pair of silk "immersion glove inners" to help improve the thermal qualities and/or absorb sweat.
In addition there are gloves which help protect agaist some of the "nastier" weapons of modern conflicts (chem/bio).
As with all things in life it is a matter for compromise, protection versus utility, there is no one pair of gloves that can cater for all eventualities and still allow you to podge buttons and tinker with switches.
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