He did go on cruises with his strange looking friend and was found to be taking condoms with him and only 1 pair of underpants (Louis Theroux).
He said that he only ever took one pair of underpants in his campervan days, washing the one pair out overnight. With hindsight that looks suspicious as does nearly everything else but it is certainly very eccentric for a man of means travelling on a cruise ship with all amenities. Still, he was eccentric.
I remember him taking condoms but don't recall him mentioning the underpants for the cruise. Have you a link?
I'm just surprised that in his various witticisms on the subject of sex, he never said that he was destroying the evidence.