First of all, i know that plenty of people like complete naked throughout the scene and to each their own.
I prefer stockings, fishnets, and garters throughout the whole scene. I also prefer bra kept on but with tits showing.
An example is this scene with Anne Deville in which she kept attire all the way through the fucking.
For me, the heels on is most important. The number one reason is that it enhance standing doggy especially when a girl is getting fucked against the wall such as Isabella:
Finally, fish nets with access only to asshole is especially look very nice while getting ass pounded in lying down doggy