Emma Frost has been at the forefront of fashion since her introduction into comics in 1980. Cold, rich, and materialistic, her personality would be expressed through the outfits artists designed for her, which would eventually evolve into her having a full wardrobe of iconic (and vaguely scandalous) looks.
Although she's hardly the only character to have changed aesthetically over time (just look at the number of Batsuits in existence for confirmation of that), she is a character that artists seem to go above and beyond with in regards to creating interesting and unique costumes, leading to some spectacular outfits... and some spectacularly weird ones.
With the telepath being so well known for her risque ensembles, many artists take the easy route out by just placing her in lingerie - which, while not out of character, does feel like a cop-out given the elaborate outfits of her past. That said, any particularly modest outfits are also pretty off-brand, as Frost clearly has no qualms about wearing revealing clothing, especially in the name of looking cool.
With wild capes, weird bras, and enough fur to carpet a three-storey house, Emma Frost is the patron saint of unusual fashion decisions, meaning whenever you wear something outlandish, you can do so safe in the knowledge that the White Queen approves.