Underwear when wearing leggings?

Hi guys, I'm a man and when I go to gym I wear leggings because of their confort and freedom of movement (I have an excellent mobility, and shorts make difficult to me to move when squatting or doing lunges). To prevent of being too exposed and looked, I hide my genitalia putting them towards back (not properly tucking, just a little) and wear a long t-shirt that stops just on my legs. I have always worn a brief, but it doesn't work properly because everything move and recently I have noticed that it is possible to see lines of the brief through either the t-shirt and leggings. As a consequence I have tough to wear thongs instead (obviously men's). I'm here to know what you think about it: is it strange for a hetero man to wear thongs?

Underwear when wearing leggings?
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