Pencil skirt: Lining question

I was hesitant to buy the pencil skirt pattern because I bike to work, but a colleague of mine says she can bike in her pencil skirts. I'm excited to use the Extra Sharp Pencil Skirt to give it a try. Pencil skirts *are* extremely sharp looking! In preparing, I'm curious to know more about the issue of lining. The pattern calls for an unlined skirt, and I'm just wondering what the advantages of this are. Is it primarily related to ease of sewing? I'll be using a wool suiting, and am just wondering if I should consider adding a lining, even with the greater complexity. Thanks, Sabrina