In episode 71, Saga wears his Gemini Golden Cloth when he was fully naked. But in episode 73, when his cloth shatters, we see that he is wearing a pair of pants. When did he put on those pants? Where did they come from? Were they hidden inside the Golden Cloth?
Just before he wears his cloth. (Episode 71)
When his cloth shatters. (Episode 73)
After rewatching this a couple times, I believe this is just a case of censoring.
When the Cloth is put on to begin with, there is really no way there could be a single, contiguous (cyan) fabric encased within it:
As you can see, the Cloth itself is made up of multiple pieces, so it's more than likely the pants did not come from the Cloth.
If we discount the option of him, somehow, off-camera, removing the armor and placing the pants beneath, the only option is that it was added as a censor; as @user301 noted in a comment above, the lighting when the Cloth shattered did not permit a shadow in Saga's groin area (nor did the subsequent shots allow blocking it); so, in order to not have to do a black box or pixelation, the production staff opted to use a concept similar to Magic Pants, permitting Saga to have a pair of pants remaining after the Cloth itself shattered.
In the Anime, strange effects happen with clothing when wearing the Cloth (and later removing it).
At many points of the series, you can see that when Seiya wears the Cloth, his pants are changed from his trademark jeans to another kind of elastic fabric. When he takes off his Cloth, or when it is destroyed, this fabric is kept instead of returning to jeans. I recalling this effect was evident also with Shun, but happens to every Saint.
Compare it to a magical girl transformation.
I must say that the manga do not incur on this. When Seiya wears Saggitarius Cloth for the first time, you can see the star patterned-pyjama under it.
