I feel obliged, as I live in Scotland and am Scottish, to dispell any lingering doubt as to the validity of the claim made on “What do Scotsmen wear under their kilts?”. The answer, for any self respecting Scot anyway, is pronounced thus; “heehaw”, roughly translated as nothing. This Hogmanay passed (New Year), my friends and I went to a party in said attire, and it has to be said, proudly or otherwise (I fear otherwise) any of our party found to be wearing a pair of boxers was peer pressured into removing them. The offending article was then strewn into the Water of Leith, and the lesson learned.
Note that I refer only to the gents when in the traditional garb of the Scots. Were a lady to wear a kilt for the sakes of, for example, highland sword dancing, the same claim of underwear being conspicuous in its absence couldn’t be made. They are ladies after all…
It should be pointed out, however, that the True Scot is a creature of unmatched hairiness. Lifting the kilt would display a great hairy mass, and one could but speculate what lay within. Indeed, the sex of Scots is best determined in the first instance by regarding the face: the males having slightly larger beards than the females. 
The OP’s explanation is all well and good for the urban male kilt-wearer, but out amongst those highland thistles? Surely they had some protection?
Welcome to the Straight Dope Message Boards, Scotadrift, we’re glad to have you with us. It’s helpful to other readers if you provide a link to the column in question when you start a new thread, so I’ve edited your reference into a link. No biggie, you’ll know for next time. And, as I say, welcome.
I have seen what a Scotsman wears under his kilt and believe me, it was not a pretty sight.