This is exactly what I think happened. That's the only way I can reconcile both her running clothes and the red shirt being gone. I think she made it home but still had her running clothes on. I read somewhere else that the red shirts had been given out to employees that day, so as you said, it was probably close by where she'd left it after bringing it home.
I don't run in a sports bra. My girls are fluffy. I'm sure everybody has their own feeling about that based on their own confidence level and how much they care about what everybody else thinks and should they even be thinking?, but we know they do. If Molly considered herself an athlete, training in the heat, the bra was the most comfortable choice, she probably was just doing her thing and comfortable, not really thinking about it. If I try to imagine that I'd just run in a sports bra, and now I'm home in my own personal space and there is a knock on the door and now I'm going to open it and be in close proximity to someone and I don't know yet who it is- I think that would feel much more personal to me and I'd probably grab a shirt to throw on. But again, everyone is going to have a different feeling about how comfortable they'd be.
* quote shortened by me for length