mmm..i think this would depend on situation and personal taste.
For me, i always make sure i'm dressed fully! when leaving my room when the stepkids are around. With my child, he is only 2 1/2 now , i'm not too careful BUT lately i've also started to make sure with him as well as he's now getting to the age of distinguishing things and talking. i just think its odd for my son and stepkids to see me without a shirt or walk around in my undies...sorry..not my style.
Heres another situation: While breast feeding, i didn't mind if step daughter or a female friend or cousin would see because i was breast feeding and i thought this is a naturally thing to do with a baby and i wasn't embarassed in this situation in any way. I would not let my SS see this though. If it was time to breast feed i would go to a designated area or my SD would actually tell her brother to leave the room for a while for the feeding. It was a girl thing.:)
So you see, i think its situation based..also personal taste.
THe pool for you , you couldn't control that , you didnt' expect your hubby to throw you in.
Boys do get curious. My SS is now 10 years old. And i've caught him trying to peek. I'm not his mother and i guess in his eyes he feels curious to do this but i've make sure in those instances to not place myself in the circumstance. I've closed doors on him or before he barges into the bathroom i tell him i'm there , please do not enter.
I think it was ok on your part to let it roll for now as being curious. If its perpetual over the years...then i think an intervention is required. As in a pep talk about personal space and privacy.

I'd forgotten that your DH told the boys they'd go to jail for having sex. How unproductive.

Anyhow, my FDH's son A__ is 9.
He sees me in my bathrobe (or sometimes a large bathsheet going from armpit to knee) right before or after a shower. His only reactions have been that he thinks my hair towel is funny and once told me I looked "like a horrible monster" when I had mascara all over my face because I didn't take it off before my shower.
When he is here, I sleep in a wide strap tanktop and jammy pants. If it is very hot in our room, I leave the pants on the floor beside the bed and sleep in "boy shorts" and tanktop. That way, should he happen to wander in to the bedroom, I can slip into jammy pants under the sheet before I get up.
I usually toss on a bunnyhug or a bra to have breakfast with him. I am not very busty, so a bra is more so that he doesn't notice (possible TMI here) that I have one of my nipples pierced, and the bunnyhug is because I'm usually cold. I will quickly go check on him in the morning or tuck him in at night without bunnyhug or bra though.
If I have to change, I just say something like "I have to get changed now, time for you to shoo" and then as soon as I am done, I open the door again, so he knows it is 'safe' to return.
I took him swimming once on my own, and he changed in the family change room, while I popped next door to the ladies, then came back to see if he needed help with anything. He noticed my bellybutton piercing when we were swimming and said (this is hilarious) "You have a bellybutton ring!? You'd better take that out before my dad sees it!!" but that was it.

I keep fairly covered when A__ is around, but try not to make a big deal of it. It's hard to find a balance between respecting privacy and causing weird body/modesty issues.

it reminds me when DD was 2.5 and her cousin was 1.5. I was babysitting my nephew and he went to the bathroom. DD walked in on him ran out and told me schocked: mom F has such a big butt! I was suprised because F was a skinny little boy. She clarified: no, he has a very big butt up front between his legs(you know what she meant). It was too funny.

I have two funnies about my nephew. I was watching him when he was about 3 and I had to go to the bathroom -- he is a clinger too and wanted to come in with me. My monthly friend was also visiting, so I told him to just sit outside the door. He heard me opening the wrapper and started yelling repeatedly "YOU HAVE CANDY" and then I saw his fingers frantically wringling under the door.

Then, the same nephew a year or so later tried to come in the bathroom with me again and I had to explain to him that he couldn't and his response "I already know you pee out of your butt."

Anyway, back to the topic. I kind of think it is weird that he would have a pair of your underwear and then try them on. I know kids are experimental, but that kind of seems out there to me.

I don't think you are overthinking any of it and have shown a lot of thought. I'm not sure what can be done b/c it doesn't sound like DH is willing (maybe not right word) to delve into it any deeper.

"you have candy". hahahah Oh too funny...

I agree that if I would see any male young or old trying my underwear on, i would be petrified. i do not know if it is normal, I do not have sons, but it sounds a bit too much to me...