underwear

why can I not keep them on my son? It seems to be a growing problem. We get dressed in the morning and they are on. We leave to go somewhere and we when we get there he has no underwear on. I feel like I need to start doing checks before we leave the house to make sure he has underwear on. Is this weird? Does anyone else have this battle with their 3 year old? When we discover there is no underwear under the shorts he just giggles and says he doesn't want to wear any. WHY? Maybe someday I will understand...