Why not wear underwear?

Yes. Grandma is the same way. She is good about taking off the used underwear. Not so good about putting on a fresh one. She insists it's too hard to do. Yet if she can take the old one off, pulling it down and off, then she can put a new one on.

I installed a bidet for grandma years ago. It does a world of good for people who won't shower. They are really cheap now, like $20.

If your dad is in bed a lot, underwear can bunch up in the crotch and be uncomfortable.
You only mentioned him wearing pajama bottoms. Maybe he would wear underwear if he had pants (trousers) on.

My dad never liked the feeling of underwear when he was in bed. He said he had to keep pulling them down so he just wore the pj pants.

Yes I have asked him why he doesn'twear underware and he tells me tht he does, lol so I don'twant to make him mad or accuse him of lieing so I just drop it, but I know he doesn't because there's never any in the dirty clothes, he can change his own clothes, he's not in the worst stages of Dementia, I kind of even wonder if he has it at all actually, after everything I've read on the symptoms, I kind of think it has more to do with his COPD and depresion, but Hospice says he's in moderate stage. IDK!

Could he be experiencing incontinence and is just eliminating one more item of clothing that has to be washed? Or he could be having to get to the bathroom very quickly to avoid an accident and doesn't feel he has time to pull down his underwear. Have you asked him?