I know we could argue this endlessly. I never wear underwear with cycling shorts and I can't imagine wearing it. I don't wear underwear under any exercise shorts or pants when running, hiking, yoga, aerobics! It would just hurt. Heck, I get saddle sores if a chamois has seams in the wrong place! When it's cold, I wear long underwear or my Ibex boy shorts for x country skiing, hiking, or snow shoeing.
I have a couple of pairs of cycling liners that i wear under loose fit cycling capris that can also be worn under regular clothes.
Perhaps I am weird, but never occurred to me to wear underwear with cycling shorts.