The modern stretch-knit jockey brief is a stupendously recent invention, dating only from the 1950’s. Before that time, like in the 1920’s, guys just wore some kind of boxer shorts, which don’t cup you very well. Before that, guys wore either knitted wool underwear, which sort-of cups you, but in the spring just a variation on boxer shorts which buttoned up the front (no elastic waistband). Or else, if you were from a certain socio-economic spectrum, you wore nothin’ a-tall under your trousers, which also buttoned up the front. Before that, for hundreds, thousands of years, yeah, guys just let it all hang out under whatever top clothes they were wearing.
In the Middle Ages and Renaissance, of course, guys wore a nice stiff leather or cloth codpiece, which must have felt great. Not only complete protection but also free and unashamed, indeed socially mandated, advertising for the ladies.
The ancient Greeks and Romans and the Bible guys, yeah, no shorts, just wavin’ in the breeze under the toga or the robe or whatever. I don’t suppose they worried about it much, because they didn’t know any better. It all depends on what you’re used to.
FWIW, I also read somewhere in a book on the history of plumbing that modern American males are the only people who customarily pee standing up, that most guys in the Third World, at least the ones who aren’t totally Americanized, squat down to pee. This came about after trousers were invented in the early 1800’s, because after you unbutton them and take your johnson out, you have to lean way over to squirt so you don’t get it on your newfangled pants. If you continue to squat to pee while you’re wearing pants, it’s likely to get all over them. If you’re wearing a toga or Bible robe, you can just squat down, plus if you’re not wearing any underwear, you don’t have to pull anything down to go #2. This same book also mentioned, FWIW, that the Third World guys who see American guys all peeing standing up think it’s hilariously show-offy, a “pissing contest” in other words.