I don't really have anything against "sexy lingerie" per se, but I'm more than a bit puzzled about the logic behind this suggestion...
Yeah, probably my statement needs a proper explanation!
There are some societies in the human world, where exposing female beauty and sexuality may be considered offensive to someone because too much sexuality downgrades women as objects of sensual desire, treats a person primarily in terms of how they look, or how they appear to the senses, without considering their deep inner world.
But it is applicable only to human world! Elves and drows, and other creatures of Forgotten Realms are not human beings! Our human ethics is not applicable to them, they have their own laws, traditions and customs.
So, wearing a sexy lingerie by an elf, or half elf or a tiefling should not offend anyone in our human world, because it is their business, not ours! At the same time wearing a sexy lingerie in a game by a female human being may be considered as unethical by someone, cause humans ethics should be applied to all human beings, even if they live in a fictional world.
That was the logic behind my statement.
But still, as it was cleverly noticed by mrfuji3 and Niara, customization and picking of clothes for your character is better. So, as I already underlined it above - Picking the undergarment would be really the best option!