once I had a guy request that I keep my dress on during sex... it was the first time I'd ever been asked to do that. I said ok, but afterwards, the dress was literally soaked with sweat. I think it turned him on that I was dressed.
I've also just done the "under the skirt" thing when in a hurry.
And once, I dressed in a little french maid's outfit and was just so turned on... literally, I just forgot to take it off. Had on fishnet stockings, heels and the outfit was very easily accessible from top and bottom... and the apron came in very handy for wiping cum after the fact. hahaha (I guess you can tell there have been times where I've gotten lost in the moment and it really didn't bother me at all that time to keep the clothes on. I guess it was b/c the outfit was a play thing... and not something I was planning to wear later.)
I love to wear my silk robe and just leave it open. Will wear it for a while during sex but eventually it will end up on the floor.
why? because it's sexy... because there is a bit of thrill in not showing everything all at once...because they guy gets turned on by the hint of "things underneath"... because we are in a rush and the mood is there... I suppose there are many reasons and all are valid and have been used by me at one time or another.