Would you wear your pajamas outside? I don't mean to step on your front porch to get the paper, either. Would you wear them to the cinema or supermarket?
Apparently doing so, in the warmer spring weather, has traditionally been seen as a sign of affluence in Shanghai. Slippers are replaced by flip flops, loafers or even high heels as outdoor footwear to go with the PJ's. The prevailing theory as to how this originated is that it shows off one's social strata. If you have pajamas to sleep in, as opposed to old clothes, you are seen as being more affluent.
There is growing resistance to this practice, as many Chinese are embarrassed by it, even calling it uncivilized, and "visual pollution." There are many who want the practice stopped in time for the 2010 Shanghai Expo.
I came across this story in today's Vancouver Sun (can't find a link to it though). One day maybe I'll travel the world, but meanwhile those of us who can't have the media as a window to it :)