Pretty sure Yoshi already said no to this, saying it would be too hard because the underwear isn't gear, it's just the naked character model.

They'd need to completely change the way being naked works, and it's already easy to just glamour other underwear-looking things over it. Changing it doesn't really serve a purpose since there's no reason to take your gear off. If you want to RP taking off your clothes you can just switch from pants gear to a swimsuit bottom or subligar.