It really doesn't matter if they were going commando or not - all of your civilian clothes are confiscated at booking - underwear and socks too. You are issued a temporary jumpsuit for the booking process and you wear it commando. You are totally naked when they do the body searches (two of them by two different officers at different stages of booking - one of whom is a trained health officer).
Being free of underwear is really of no consequence during booking for a felony at a Federal facility. You may as well just show up with a cheap towel wrapped around you and tell them to throw it away, because any of your clothes will be shipped home and you'll be charged for the shipping costs.
If it was me and I was reporting to a Federal intake, I'd just wear a toga made out of an old sheet and tell them to put in in medical waste.
Seeing how much weight David Foley has put on, I think he'll need at least a queen-sized sheet for his toga.
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