This seems pretty bizarre to me. When going on an out call, I always wear at least a semi-casual dress or maybe something fancier if the occasion calls for it along with heels and a nice handbag. When a guest comes to visit me, I might wear a dress with lingerie underneath, or lingerie under a dressing gown with heels.
Every once in a while I may skip the panties, but I do aim to wear a matching lingerie set. And only a time or two did I meet someone bare, fresh out of the shower.
I've heard of some companions who wear yoga pants. But I was under the impression that was a popular outfit request.