"Do you solemly swear to tell the underwear, the whole underwear and nothing but the underwear so help you God?"
I don't believe there is one. I did a search for it on Yahoo and no such store is coming up. If you're looking for anything Versace, I would try Macy's on State street in the Loop.
L.L. Bean makes cozy ones for winter. But I'm sure you could get nice stuff at a department store sleepwear section, like Macy's or JC Penney. I don't know of any sleepwear/ lingerie stores that target older women only.