Athletic shorts are lighter and shorter than most other divided-leg garments, so chafing is less of an issue.
Also, the shorter the garment, the more useful the divided-leg style is for modesty protection. While a knee-length casual skirt doesn’t seriously risk exposing my underwear in most circumstances, a barely-butt-covering athletic skirt does.
In sum, for athletic garments, since shorts provide a large advantage over skirts in terms of preserving modesty at the cost of only a small disadvantage in terms of preventing chafing, shorts are generally seen as the better choice.
Most women wear shorts while jogging/working out because if the skirt was long enough to keep your underwear from showing, it wouldn’t be that convenient for running. Skirts just get in the way when bicycling or working out on weights. The only thing they’re better for is hiking in places where you have to pee outside, and that’s pretty much negated by having underwear on.
Tennis skirts are a different thing. For one thing they’re worn over tennis shorts, which look like underwear but actually aren’t. Don’t even get me started on the lack of pockets in today’s tennis skirts. The pocket is in the shorts–so you have to hike up the skirt and reach into the pocket to get your extra ball out. And that pocket is upside down, so the ball doesn’t feel all that secure in there, and there’s only room for one.
I love wearing my kilt. In fact I’m going to a wedding today so I’ll have the full regalia on. It’s in Scotland so most men will have kilts on, well most men who are here for the full day anyway.
I’ve got footballer’s legs (hope he doesn’t ask for them back) so I look pretty good in it, but to be honest, as long as it’s not too short, it’s difficult for any man to look bad in a kilt.
Oh and it keeps my legs surprisingly warm, although that may be because when I wear it, there’s invariably booze involved.