Under normal circumstances there will never be any pockets as such in any ordinary panties. However, as normal component of any underpants, whether for male or female, is what is called in the trade a gusset in the crotch area. This is there for reasons of fit, but particularly in the case of female underwear, this is frequently made from cotton, for the purposes of hygiene and absorbency.
These gussets are normally double thickness, for the same reasons as the previously mentioned use of cotton. If you look at the gusset area in different manufacture of nickers (yes, that’s another term for panties) you will notice that it is usually sewn in with a concealed seam at each end. As anyone who has ever sewn up a pair of panties, or even the better brand of men’s underpants, knows only too well, sewing these two seams is a right royal PITA. It is becoming common in ht cheaper makes to only use one sem in this area, and the end result of this is to leave the gusset unattached at one end, thus forming a pocket-like opening.
You’ll not that this occurs primarily in cheaper garments. However, the reason it is done this way is not, as Kelley Atkinson said in her reply, to save fabric (there would only be an amount equal to 6 mm by about 30 mm saved per garment at the most). The real purpose of leaving the one seam out is to make it faster to sew the garment.
Normally, one would have to sew the two gusset pieces to the front (or back) piece. It would then be necessary to sew the other side plus the two gusset pieces together with the front and back parts bunched up between the two gusset pieces. Once they were sewn, you’d then have to turn the garment back the right way around. By only sewing the one end of the gusset, it saves between 10 seconds to 30 seconds per garment, possibly more, and when multiplied by the number of garments produced you can see that is an appreciable time saving. And a time saving equals a cost saving.