Mike,
Not having ever had to decide whether or not to wear a bra and panties, I shall leave it to others to comment on that aspect of your post.
You suggest that there is a Scottish reaction on THIS forum to "underwear" with the kilt. I think we are somewhat exasperated at the world-wide Pavlovian reaction that goes "kilt ... titter, titter, nudge, nudge" and that's our national dress summed up.
But your picture of kilted Scottish soldiers also needs to be tidied up. It is true that, when the early kilted regiments were founded, the lowest ranks on active service wore nothing underneath possibly for economy but also for reasons of hygiene on the march due to the difficulties of drying clothes around the camp fire. (I have mentioned in another thread that my father owed his life at Cambrai to this practice.) The rule never applied to officers who bought their own uniforms and had better laundry facilities.
By 1915, however, all kilted soldiers had as part of their kit two pairs of wool "drawers, short" to be worn if the medical officer declared the temperature to be sufficiently low, or when the kilt was away being de-loused and when travelling home on leave. After 1940, of course, the kilt was not worn on active service so the rule ceased to apply and, at least since the early '60s, soldiers are left to make their own choice about undergarmenting.
Civilians do not see themselves as being on active service and therefore can equally make their own choice. In Scotland, it is a matter of very little importance and no "justification" for either choice is needed.
Alan