Carpal Tunnel Syndrome is basically a swelling around the Carpal Tunnel that presses on a nerve. That swelling or inflammation can be aggravated by heat. Icing it down will reduce the swelling. But warmth and the increased circulation it brings helps the healing process, especially with tendons and ligaments that do not receive a lot of blood to begin with.
So do gloves help with Carpal Tunnel Syndrome? That depends on which part of the cycle you are in. If you have just caused the swelling gloves might not help. But since you are not adding heat (just retaining natural warmth) you are probably not going to hurt anything more. When you are resting and healing they can help.