This is a big question for base layer lovers and the answer is largely dictated by the season.
In the winter months, you’re definitely going to want to prioritise long sleeves, purely for the additional coverage and extra warmth that they offer - out in the wind, your arms and hands are the first part of you which is likely to get cold, and cold hands can make it difficult to use your controls.
If you like the added comfort offered by base layers then short sleeved, or even no sleeved options, are great for the warmer months, helping to wick sweat away from your body. Plus they can be useful if the mornings are chilly.