So I have weird thoughts

Okay, so I have some weird thoughts sometimes, I admit it. Here is the weird thought (question) of the day for you. Really it's a two parter.

While at the Ren Faire, many men were wearing kilt (as they should). I heard a few women ask what the men were wearing under them (in different ways). In case anyone is wondering, the only proper answer to that questions, is to point out that you are wearing shoes, boots, etc. Now, this whole what are you wearing under that questions, just makes me wonder - why is it okay to ask a man what he is wearing under his kilt, but it would not be okay to ask a woman what she is wearing under her skirt? Isn't their a slight gender gap there?
Now that question, led me to another one - hold on to your under clothes for this one.
Why the hell do we wear underclothes anyway?! What is the point? Now I have heard women give many reason for needing to wear underclothes, but none of them have struck me as being a really good reason. Maybe it's because I'm not a woman, and I really would not understand - but to me is just seems like the whole underclothes was a tradition passed down from more stringent times (you know, when they used to wear 10,000 layers of skirts for no reason). I just can't see the reason for it, especially when many studies have shown that a person is healthier who doesn't wear them. Now I'm a male, and I know all the excuses for wearing underclothes, and big surprise, I don't buy any of them (this time that it's not just because I'm not the proper sex).
I don't understand the excuse that it makes someone feel naked not to wear the underclothing, of you course you are going to feel naked for a bit - you would feel naked if you wore a veil your whole life then suddenly went without one.
The only valid excuse that I have ever heard is this very simple one - it's used to absorb sweet that comes off the body, otherwise it gets trapped and makes me rash. Even that one is flimsy to me, you would not be sweeting so much if you were not wearing the bloody things in the first place.