Heres the answer:

You do not know where the clothes have been stored, sometimes they've been stored near dirt, filthy conditions, and toxic chemicals which can poison you transdermally (i.e. through the skin), so it is better to wash them.

Also washing them removes excess dyes which can irritate the skin too.

this is interesting to say the least. I have a friend who never wore anything before washing it but could never give a logical answer. Now we know. Thanks for posting Mamod.