Interesting.
I followed the advice at http://users.tinyonline.co.uk/chegc/kiltsite/page2.htm for a casual kilt, and it had me sew down the pleats to the hipline. I'm glad that it's not some kilt faux-pas to do this on heavier kilts, because --as you said-- it REALLY helps the thing stay up comfortably. I don't know what I'd do without it. It also clears up the confusion I had as to how I'd achieve a taper with only one secure band on the whole garment.