Looking at Victorian and earlier garments (mostly the UK, Western Europe, and Canada since that's my area of historical interest), there are a few main methods.
1. is layers.
Linen close to the skin, wool and cotton the further out.
2. flat lining - so the two pieces are treated as one. I did this with a skirt and some cotton sheets and it's actually very smooth. Nothing like the friction and static that I get from bag-lined clothing. I could easily see having a sleeve lined that way.
3. Also, linen can be very smooth - they sometimes polished the fabric with what looks like a warm paperweight (stone or glass) to make it slippery.
4. for higher end garments, silk was often used on the sleeves, like how my current commercial coat has cotton lining for the body and synthetic for the sleeves.