Actually, “Mormon underwear” seems related to an ancient Christian tradition; Ancient Christians would wear the shirt of a slave, including underneath whatever other clothing they might wear, as a reminder that they are slaves to Christ. The tradition is not lost among Catholics, although the garment has been reduced so much it could never be called “underwear:” Today, many Catholics wear two postage-stamped-sized pieces of fabrics, connected by strings. The wearer places his head between the strings.
Likewise, urban legends have persisted for centuries of Jews being so prudish about nudity as to have sex through holes in their sheets. This stems from people having seen on Jews’ clotheslines and undergarment which appears to be a simple, long bedsheet with a hole in the middle. In reality, the wearer places his head in the hole, and the two ends of the sheet fall along his torso. (Oddly, I am told my wife who once considered converting to Judaism, that some Jews believe it is spiritually unhealthy to have sex while wearing any clothes at all.) (And please don’t embarrass either of us by taking silly guesses as to the context of THAT conversation.)
I guess it is fair to say that some modern Christians have sunk to the intellectual level of Bill Clinton's boxer or briefs conversation on the matter.