ridgerest solite short on sale at amazon
$11.97, free shipping
I don't know about needed, but I'd want one. It provides a lot of warmth for little weight. Even a cheap foam one. It'll really cut down on heat loss from the wind, even with an emergency blanket under your hammock.
https://www.amazon.com/Therm-A-Rest-05208-24-Therm-a-Rest-RidgeRest-Mattress/dp/B004532GCI/
9oz and $20 for the small. That'll at least give you some coverage for your torso.
Edit: It also gives some extra ability to go to ground if needed.
This air mattress might not be exactly what you are thinking. It is meant for backpacking, and is quite light. In the picture of the bike and gear it is the green bag strapped to the handlebars.
next time I will take a closed cell foam pad like one of these: http://www.amazon.com/Therm---Rest-RidgeRest-SOLite-Sleeping/dp/B004532GCI/ref=sr_1_5?ie=UTF8&qid=1437974923&sr=8-5&keywords=camping+pad
You need the pad for insulation if the weather is cold, which in Baja it was not but still pretty much a needed item.
General rule of thumb is something to sleep in, on, under, & over. Here's my setup, total cost around $260, total weight around 5 lbs:
I'm in NV & not planning to travel long distances on foot, & also have other redundancies for temperature regulation, so not sure what the temperature rating would be for my whole setup. The Selkbag I got was the Lite version which is pretty thin (lighter & easier to move around in), but they make an original 6G version too that's more of a 3-season bag. Or suit. Whatever. I just wanted the ability to go immediately mobile when my spidey-sense jumps off.