Yeah, I can't see myself doing that either. I think I would find it too... absurd. Maybe it's because I'm in the theatre and costumes have VERY little glamor for me (as does acting, for that matter. I'd have to worry about my overriding objective, and my action... and I'd get very distracted.)
To tell you the truth, my favorite piece of lingerie ever was a gift from my best friend, not my husband. She gave it to me as a birthday present when I was complaining about all the good food I couldn't eat because of my IBS. It was a sort of, "well, at least you still have sex" gift.