But, it isn't because of "proximity to the vacuum" at all.

It's the pressurized environment inside the gloves, and the design of those gloves that does it.

I'm not saying your idea isn't good, it is, and the last time I talked to anyone that was involved with NASA, they are working on something like that. He wouldn't say much other than that it was a program to use a kind of "drone" (his parentheses in the air) with hands to do basic EVA tasks to save the astronauts for things that require direct human expertise.

But, the nail loss thing has nothing to do with exposure to vacuum, or how thin the gloves are. If anything, the thickness of the gloves being as thick as they are may be a contributing factor because it limits movement (and, thus, circulation).

The gear they wear is all about preventing exposure to vacuum at all. There's a number of layers to the suits, including something like three (iirc) just to resist micro-meteorites. The damn things are expected to be almost tank like in their durability, and that requires thickness.