If you get yourself sized properly and buy the correct size then they should be comfortable.
I have to wear a bra because I’m nursing which means that I have moved from a C to a D and because I have over supply issues and a forceful let down.
I was at one of my drill weekends and was wearing my nursing bra, a thick t-shirt, thermals and my ABU jacket and I still leaked through a little.
I think wearing a bra is a good thing and I could make an argument that not wearing one would be considered immodest.
I will admit that the times I’m not nursing or pregnant, I tend to go without a bra when I’m at home.