Green’s Dictionary of Slang

long underwear n.

[? play on longhair n. (2b)]

(US) jazz music popularized for ‘easy listening’, also classical music.

[US] ‘Benny Goodman in “Swing on This!”’ [comic strip] in B. Adelman Tijuana Bibles (1997) 105: Oh Mr. Goodman – I hope you don’t think I’m long underwear.
[US]S. Longstreet Real Jazz Old and New 150: long underwear; concert stuff [W&F].

In compounds

long-underwear gang (n.)

musicians specializing in ‘easy listening’ jazz.

[US]Fortune Aug. 47: Corny music is what generally happens when a sweet band, or long-underwear gang, tries to play hot.
[US]Pic (N.Y.) Mar. 7: Nothing disgusts players of gut-bucket, screwball, and whacky music so much as the Schmaltz or sweet type played by a ‘Long-Underwear gang’.