She would have to be dead and in her grave before she would even consider going without underwear.
(So to sum up... if Carolyn is buried alive, or semi-dead, in a way that would leave her able to consider the possibility of no underwear apres-vie, then and only then would lack of underwear be acceptable. But didn't Liz ever warn her always to wear underwear when buried alive, or after death in case she became a zombie, and showed up at the hospital to eat some brains and her dress was torn?
Proper etiquette can be so confusing.)