The difficulty with this topic is ensuring the material is 'U' rated, but thankfully the weight of a traditional Scottish kilt and the position and weight of a good quality sporran ensures that, save a hurricane, the wearer can be protected especially if he is alert and uses his hands to keep the pleats in line - as is the case in the picture above.
Rugby trips to Paris can be alarming with Metro undercurrents and have trapped the unwary (including myself) - as indeed did the subway updaft to a pipeband recently that was captured on film. The problem with the pipeband was that their hands were occupied playing their instruments so they were defenseless. It was an amusing sight. Another classic (like the Hong Kong pic) is the piper on a North Sea Oil Rig playing the pipes - he is mid Atlantic with a force 8 blowing and it would take a skilled wearer to avoid the embarrassment that beset him. For day to day wear however the kilt thankfully is secure and it a wonder of construction.