I thought that was perhaps just my imagination. I don't think it was tights though, more likely some kind of thermal 'underwear'. Don't know what the problem was though if he was practising indoors unless the heating hadn't been turned up enough for his satisfaction.
Those are compression tights - like the compression undershirts Andy wears, but obviously for the legs, and UA has two lines 'Heat Gear' and 'Cold Gear' which use different fabric technology for hot or cold weather. So the tights aid recovery but also help to keep cool/warm as appropriate. I noticed on the British Tennis twitter account that in the photos from the morning Andy wasn't wearing them but was wearing them during the afternoon session. Maybe, as you say, it is a bit chilly in the arena with it empty.