I always had the habit of going around with my hands in my pocket; feels a little awkward sometimes not knowing what to do with them when walking or standing. A cigar/pipe/cigarette helps but has other side effects.... I've heard from several sources that it makes you look less confident to walk around with your hands in your pockets, so maybe kilt wearing forces you to look more manly/confident. That might be one reason people used to tell their kids to keep their hands out of their pockets, another might be because it puts more stress on your clothes, or because they didn't want their kids "feeling around" too much....