The chiefs I have met all wear the kilt pleated to the sett, at least on the occasions I have been with them, although the Duke of Atholl when in the uniform of his regiment wears the Murray kilt pleated to the stripe.

I am reluctant to say "most" ( I'll let Jock Scot wade in here), but a "goodly percentage" of Highland gentlemen wear the kilt pleated to the sett.