Modesty? I like to freeball at the beach and around the house, but I usually wear boxers under my shorts or pants when I'm out in public. Most of my gym shorts are made from thin material that could be overly revealing without the extra layer the UW provides. I like to flaunt my maleness in my clothes, but not to be gross about it.

The OP questioned the difference between shorts and underwear. On the last Rosarito to Ensenada bike ride, I saw a young guy wearing white compression shorts as his cycling shorts. The middle panel in the front gave an excellent view of his goods. A bit too revealing for me to wear, but I sure enjoyed seeing it on him. There seems to be a trend with younger guys opting for sexy clothing these days, some of which blurs the distinction between underwear and outerwear. If you're fit and it looks hot, wear it!