If there is any significant chance you might get close to fire or extreme radiant heat I would avoid all or mostly synthetic underwear unless it is one of the few synthetics that won't melt onto and into the skin. In the 70s the military had a number of cases where people were involved in fires and their nylon or polyester underwear melted into their flesh and made the burns much worse.

Exposed to extreme heat natural fibers char and insulate instead of melting like many synthetics. Synthetics in a 50/50 or better blend with a natural fiber is generally okay because the synthetics tend to bond to the natural fibers instead of the skin.

This may or may not be a major issue but it is something to keep in mind.