I think the underwear is part of a bigger issue. While there are several muscles in the gluteal area, and massaging this area can help relieve lower back pain among other things, many folks are uncomfortable getting... well... a butt massage. Or even possibly just exposing their butt.
I get it; I've been there, and sometimes, I don't really feel like having that area worked either. I'll leave my underwear on, and that tells the therapist that I don't want much work there. I'm okay with some over the sheet stuff, though. Here's the moral of the story: if you are uncomfortable taking off your undergarments, but want some compressions and such in the glutes, make sure you tell your therapist!