Steve, you are right perhaps at certain times it would be better that something is worn under the kilt, but i think if I wore the kilt more often, say at work, although it would not be a good idea, wearing underwear would be more appropriate.
one thing most will agree with when wearing a kilt is always to be aware of the prying and snooping eyes for a glance under your kilt.

Its always good to be noticed when kilted and getting your tartan acknowledged correctly, the kilt I was wearing was one the least known McLeod tartans, and in the pub last night, a lady started to talk to me recognising this tartan. Only problem was I was about to bring the drinks from the bar to the table but found it hard to break away from this nice lady's conversation to the anger of my thirsty friends