I don't know why I only get the rash on the top of my thighs, either, but it's definitely from the silicone grippers. I don't get it when I turn the legs up or when I wear other shorts.

My only guess is that it's actually a sort of abrasion, that the silicone grips so hard that it damages the skin when my legs move. But that's a total guess... I suppose if it were correct, then the amount of rash would correlate inversely with the number of panels of the shorts.