According to the commissioner, he doesn't.

As unbelievable as this may seem, I actually didn't originally plan on making it look like something was naughtily being hidden behind the stack of books and papers. I was told by Rolo in his description that the character is just covered in enough fur to be artistically decent without any pants on. I just thought "Hey, this corner would look nicer with some stuff in it"... And it turned out like that.

Also, your bear painting (the one in your avatar) is so cute. That bear looks so worried!!