The rumour is that commandos don't wear any underwear under their battledress, and the phrase passed into popular usage when it was heard on 'Friends' a few years ago,
as commandos may go several days in the same fatigues without being able to wash, change, etc, in outdoor environments, it is very unwise to wear underwear which may become wet, and thus breed fungal infection if kept on. The effect of wearing moist underwear for a prolonged time would be similar to 'trench foot' which soldiers in WW1 were frequent sufferes of. ouch.