Pole dance is a bit different, some people just wear knickers, some very cheeky! It's kind of what makes you comfortable and sexy, well when I did I wore high wasted over the knee cycling shorts hahah each to their own!
Also, the timing is bad, she might have not been on her period when she went to the class. I think these Wuka pictures might have been take a while ago, as in she wasn't actually menstruating when she posted (you agree a post date with brand and content is posted whether you're having your menses that day or not - if you catch me?). But she should have thought that people might think that and wear something more decent to the class so people wouldn't make that connection.