Lingerie is fun. Besides, if a woman feels better about herself while she's wearing it, why deny her it? It may be expensive and annoying, but some girls enjoy the dress up, and sometimes the guys love it. It's all in the foreplay.
It's not so much to ask. No one says you can't wait simple undergarments But for those that like the lacy panties and bras, there's no shame in that either.