I guess I'm a prude or something, but I never open the door in my underwear. I'm usually fully dressed when up and about, but, even if not, I'll call out, "Wait a second!" and slip my pants on. Even if it's deliver folk who've probably seen everything, I feel it's just plain courtesy. Most probably aren't bothered -- in fact, they might get off by it! -- but it might make some uncomfortable.
It's not because I'm uncomfortable being naked in front of others. In fact, more of an exhibitionist: I'm a nudist, go to nude beaches, naked pool parties, never ever do the towel dance at the gym. It's just a matter of common courtesy to me. It's how I was brought up.
On the other hand, I can be a perv at times. When workmen are around, I've left the bedroom or bathroom door ajar while changing, hoping they'll get a glimpse of my stuff. I slept in the raw in college. Occasionally I'd "accidentally-on-purpose" let the blankets slip down so my roommates could get a good long look at my cock, even totally hard. All four inches! One roommate called a friend to the doorway, who snorted, "Shit, that's nothing. Mine's LOTS bigger!"