Won't pee naked

We just started PTing my 23month old daughter yesterday. We went straight to underwear, with a pull up for her nap and overnight. I think if have come to find that she will not pee without something on. It's like she doesn't like the sensation. She will hold it for SO long, when she clearly has to go. If I put underwear on her, she will go. If she sits or lays on the carpet, she will go. It took us a good couple of hours last night and finally it was like she absolutely couldn't hold it anymore, so she went on the toilet. She cried a little as she went though, clearly not happy about it. Of course we celebrated like crazy after but she's doing the same thing again today. Does anyone have any advice?