In my experience, you will be denied entry to most hotel executive lounges in Bangkok if you are wearing shorts (ShangriLa bans them even in their lobby).
Thai people won’t tell you, but they don’t like shorts or sleeveless shirts in city settings. I know 100 people have said otherwise. Feel free to disregard my comment if you like.
I wear lightweight long pants always and socks for the mosquitos. Coincidentally, it also meets their standards. It works for me. YMMV