Underwear would just get in the way when she has to change her bandages in the morning, and shes not a naked mummy, shes wearing bandages, and now that you give me the idea, Sayaka doesn't really need clothes she could go around without her clothes since her bandages keep her.....Bits covered up. 

And yes have Addie be a target again, it would be easier if Rei and Sayaka knocked her out to take her places if shes gotta spaz out on everything with her ocd.