As many of you pointed out, the dancer was actually wearing flesh-colored briefs under her dress. The network provided photos to the Washington Post's TV Column today, where you can clearly see the underwear. Guess everyone who said a female dancer was too smart to go on a TV show wearing a skirt without any protection was right.
However, the mock scandal was good for ratings. The ratings went up by about two million viewers for the show that aired the day after the news broke. And when the show's ratings are just at 7 million people, they need every pair of eyeballs they can get, even if that means using a transparent pair of undies to get them there.