Verified answer

Now THIS is an R&S  question!!!!

The DIDN'T invent underwear as such, unless you count the long tails of their shirts which protected tender areas from the heavy, scratchy wool of traditional kilts. (British nobles who vacationed in their Scottish castles were unaware of that and usually wound up getting really, really sore, in places you wouldn't want to.) 

The advantage of no underwear is that you can gather up your kilt and ford a deeper stream, without soaking clothing, than would be possible otherwise. 

Let the wind blow high, let the wind blow low.

Through the streets in my kilt I'll go.

All the lassies say "Hello,

Donald, where's your trousers?" 

-- old song; I heard it from the Irish Rovers

No. They understood airing it out was good for the junk.

"No True Scotsman" wears undies beneath his kilt.

This is the main reason why the LDS, with their Magic Underwear, had such a difficult time evangelizing the Scots.

Let us not forget the battle cry of William Wallace:

"They may take our LIVES, but our bollocks shall swing with FREEDOM!"

The original kilts were not the short skirts that you see today.  They were heavy blankets wrapped around their bodies with a belt and held with a large pin at the shoulder.  They served as blankets when spending the night outdoors.  They would not easily blow in the wind.

Have you ever worn a real kilt?   It would take a hurricane force wind to get it above the mid-thigh.

I do not wear underwear when wearing the kilt, it would be unbecoming. 

No.  In fact, Scottish men wearing kilts traditionally do not wear any underwear.

I think the Mormons did - their underwear is Magic.