
Depends how big it is. The ember will have melted the fleece, so the hole shouldn't get any bigger, as the edges have been sealed.
If the hole os small (<5mm) you might be able to pull it closed by sewing from the indes, pulling the sides of the hole together. This will cause some puckering that will disturb the look of the jacket.
Since it's on the inside of the sleeve, it shouldn't be too visible. But then it won't let in that much air, either...
Experiment with a couple of stitches, and see how it looks. You can always take the stitches out if you're not happy with it.
As a gear freak, I understand the disappointment of lovely kit getting damaged, but that's what's going to happen eventually...
Embers are a problem for all modern synthetic clothing, so be careful when you're doing Ray Mears stuff...