The Kohanim had to go "commando" when they worked in the Beis Hamikdash

No underwear allowed. The Gemar in Zevachim 17-18 makes it very clear that any piece of clothing over and above the 4 bigdei kehuna is absolutely not allowed when doing avoda in the Beis Hamikdash. This would certainly include underwear, undershirts, socks, etc. In the time of the Mishkan and Beis Hamikdash this was not a big deal, no one wore underwear, but today this would be quite a burden for the kohanim.