I love my wool socks and I would certainly wear it skiing and doing things like that. I haven’t gone in a while but I wore wool pretty frequently for snow activities and yard work type things. I’d probably wear it biking and running in addition to the socks I already wear but the price is a bit much for me and I have tons of fleece. Wool has come a long way though, not as itchy and it holds a pretty even temp even when it’s wet.
I have a lot of merino wool products, from “smart Wool” socks in different lengths and thicknesses to merino wool tops and bottoms as a first layer undr fleece. Also gloves and mittens, but of course I live in Wisconsin, Where we only have 3 months of bad sledding. Plus most of my personal workouts are done outside in parks or on Ice Age Trail!