Sheaths and other structures surrounding resistive elements should maximize heat transfer from the sensed medium, minimize heat transfer from ambient which can alter readings, and provide necessary protection of the elements.
Proper materials and construction can dramatically improve reading accuracy.
One strategy practicable only with wire-wound resistance thermometers versus thermistors, thermocouples, and solid-state devices are temperature averaging.
An element may be wound to average temperature over lengths of up to 100feet.