People make way too much of boys that want to explore panties. When you compare the underwear choices that girls have against what boys have, girls have far more choices. A panty is just a piece of cloth, not something that is holy.
If your daughter wanted to have boys boxers to sleep in or wear around the house would you send her for professional help? It is the same with boys and panties.
My suggestion is that you should sit down with your son and discuss this with him. Let him know that there is nothing wrong with him wanting to see how panties feel and how he looks in them. Then take him to a clothing store and ask him to pick out the types of panties that he likes. Get a few for him and when you get home, let him try them on and model them for you.
The point you should make is that if that is his underwear choice, it is ok but there has to be rules. Rule 1 is that he does not wear other family members clothes without asking. Rule 2. Other kids will surely tease him and cause him problems at school if they find out he is in panties so the wise choice is to wear them anywhere except school or school functions. Rule 3 is that his underwear choices are personal and do not need to be shared with others as in rule 2.
If you openly discuss this with him and buy him some panties of his own, I suspect the issue will go away. I started wearing panties as a 12 year old when my older sister started dressing me in her old clothes when she was bored. After a while, it ceased to be exciting because I became used to them.
Open discussion is the key here and don't make him feel that there is something wrong with him for wanting to explore panties.