Numerous packing list threads reference 'running tights' and skirt or dress combos. Same threads also mention leggings...
I wore "tights" with skirts during my whole Camino this past summer.
In my book, there are three more reasons besides thigh chafing to wear "tights" (ie thick nylon stockings) while doing the Camino: ticks, blisters, and convenience.
These nylon, footed-type, of leggings beat "running tights" for ticks, since "running tights" usually don't have feet, so at the least, your ankles are exposed, and the ticks might also have an opening to crawl up your legs.
Plus, ticks can't bite through the nylon. I additionally sprayed my tights with permethrin before leaving home, and walked freely through grassy trails my entire trip. No problems! And one of my (non-tighted) walking partners got covered in ticks, and ended up in hospital, so I know they were there.
The footed type of nylon stockings are also what the army uses as a "sock liner" to prevent blisters. I did not get any blisters with my bobby-socks-over-nylons combo. Of course, buying shoes 0.5-1 size bigger than usual helps too!
Finally, they are *super* light, *super* compact, and dry *really* fast after washing. If they rip or get lost, they're cheap and easy to replace. I actually just carried a teeny plastic bottle if nail polish for repairs, and wore my same two pairs of tights the whole time, holes and all.
So for my 2 cents, might as well get 3-for-1 coverage and lighten your load by wearing thick nylon footed-type tights instead of running tights.
Buen Camino!