The underwear beign shared was not for all costumes, for some of the costumes the tight ones sure I guess I can't say, but for the ones like Pooh they could wear their own underwear but they had "blacks" that they have to wear that were tight under clothing over their stuff, but under the big costume. I just know for the Pooh type, my sister was one for many years, that she always wore her own underwear, just the other underclothing she had to turn in everyday .
I can see though the problem, especially for the tight costumes like in Festivle of lion king, I guess they're the ones that probably had to turn in the jock straps and so forth. At least it seems they won't have to anymore.