Just like the romper, sweatpants were invented about a hundred years ago, by Émile Camuset, founder of the sportswear brand Le Coq Sportif. The first sweatpants were grey and served as the day-wear for athletes when they were training. The "sweat" in "sweatpants" means they're designed to absorb sweat, not necessarily generate it.
Menswear
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Men have also been wearing rompers since the jazz age. Remember those vintage swimsuits men wore? Yep, those were technically rompers. Even Sean Connery wore one in Goldfinger (1964).