I'm wearing one during my MK day - it's pink and I can't help myself!
But, to avoid any unwanted "drifts" upwards, I am wearing a pair of knee-length (short) leggings in a denim-y stretch fabric under the dress (which hits slightly above the knee) to be able to deal with the heat, the humidity, and my personal sense of conservatism in case of any inclement weather or unfortunate winds (from air or rides!).
So, yes, I'm right there with you, but be careful if you do!