multiple long layers

It seems the most common workout wear for most men is boxer-briefs, then compression shorts, then long, loose outer shorts. Why so many long, tight layers? I typically wear just a pair of running shorts with integrated brief liner when weight training. Seeing how popular the long compression shorts were, I bought some, wore them once, couldnt stand how tight and long the were, and they have stayed in my drawer unless its cold wintertime. What is the appeal of them? I didnt notice any gains in comfort or performance (and why the need for adfitional underwear under them?)