Most people wear the Pajamas as a form of fancy dress. Exactly the same as wearing a costume to the Halloween party.
In the majority of cases I expect it’s the exact opposite of lazy, people are making an effort to wear a fun outfit to celebrate at the party. Some wear a Christmas sweater, others a plaid shirt and some go all out with full PJs. It’s no different to people dressing up for the Hallowe’en party.
In terms of being soaking wet, the same could also have happened at the Halloween party or any other evening in the magic kingdom of someone coming underdressed and then going on Splash at night with no sunshine to dry themselves back out.