I usually do unless I'm on my period, in which case I'll wear some panties. I started during my first pregnancy because everything started feeling restrictive.
Boobs got bigger and more sensitive so shirts bothered the heck out of me and once my belly started swelling everything just started to feel uncomfortable, like how my panties would leave marks on my tummy and how all my normal clothes kept getting tighter.
I was also having trouble finding a comfortable temperature. Clothed bits were too hot, exposed bits were too cold, that kind of thing. Started sleeping naked and it made a whole world of difference.