Gus will often sleep in some kind of sleepwear, though the choice usually leaves little to the imagination. Old habits die hard, and Ishgard is cold, after all, even before the Calamity. But he certainly doesn't need it for modesty reasons. And he's too tired to bother with it if Phillip doesn't directly aim him towards dressing, so he's quickly under the covers, warm and a little clinging and if he's trying distractedly to get Phillip the rest of the way undressed while he's barely holding on to being awake himself, well, at least it's not out of character for him.