Take your pick between VPL or camel toes and decide which one you can live with while exercising. Personally, it depends on what kind of material/pants I’m wearing to work out with whether I wear underwear, thongs or nothing at all.
I’m a guy, I wear technical underwear (wicking, quick drying) under my shorts, I can’t think of much worse than sweat soaked cotton underwear!
(I enjoyed technical underwear so much at the gym that it’s all I own now, wear it under everything. So fresh!) My stuff is all Under Armour (other brands are available).
Forget about your VPL, everybody else will.
Post # 14 implies otherwise …