And yes, Alex is wearing some sort of see-through getup. Apparently they were at National Underwear Day's underwear/lingerie runway show (I am not even kidding you--verify it here). They're movin' on up, yo!
You know that Simon worked on this outfit for days, calling Alex at work, asking "what about the pants, mon cheri? I'm standing here in your animal print Cavallis and they're just not working. My pink jeans? Brilliant! It will bring out the color of my rosy nipples."
Incidentally, Alex and Simon are posing with the cast of The Real Housewives of New Jersey. The NJ ladies all look slightly embarrassed except for the one on the far right, who's thinking "Nice pants! Badda bing!"