Yes, they generally do, remember, those things are made of wool!
Also:
Myth: A true Scotsman ALWAYS wears his Kilt without underwear!
Truth: The simple fact is that when Kilts were the everyday attire of Highland Scots, there was no underwear. Women didn’t wear anything under their dresses except the usual underskirt. Many proud and genuine Scotsmen wear underwear because they know that if they are dancing, they may inadvertently show something off which they didn’t mean to! There is nothing wrong with wearing underwear under your Kilt, and if you are going to be in public it’s usually recommended.
Take it from someone born and raised in Scotland, if you’re Man enough to wear a Kilt, you’re Gentleman enough to think about the Women and Children around you!
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