Fun fact: this scene is a direct reference to a pretty common joke in Regency-era erotic cartoons:
Historically, English women did not wear any version of underwear under their dresses until the very late 1800s (unless they were menstruating). When dresses slimmed way down during the Regency era’s neoclassical movement, skirts became much easier to fully lift – apparently leading to many women warming their bare skin in this way.