Because there are different styles of underwear. You have boxers, briefs, tidy whities, panties, lingerie, long underwear, and more. Each serving a different purpose so that people can decide what they find to be the most comfortable and/or useful for their purpose. Boxers were designed for those with larger genitalia as it allows more room compared to briefs. Panties are meant to be comfortable without being flashy while lingerie can be both flashy and comfortable depending. Long underwear is to keep warm and not much else. So, yeah, different purposes for different types. Bra's are similar as there are different types as well. Sports, push-up, nursing, and training bra's each have different purposes as well being different types. Though I have never met a woman who believes that wire fitted bra's are comfortable.