Well, there's one of two reasons. Either because they think it looks good, or to cover up something that ought to not be seen in public... XD

Some are "adult type" suits or its a 3/4suit or partial

I know for some fursuiters it is one article of clothing to make it public appropriate, especially if it is male. Some full suiters go with no clothes because they feel it isn't part of the character and can really do without. Some adhere closely to wearing clothing like a true anthro probably would and put at least underwear on to make it for more of that realistic anthro/human dress code or whatever.

And also yes, like Sesame said, it is to cover up "bits" or holes on a fursuit. Not every fursuit can be pure, innocent, and normal.