Dads, do you get embarred buying items like tampons, Midol and bras for your teenage daughter?

My friend was over at my house earlier when my dad called and said he was at Whole Foods and wanted to know if there was anything I needed. I asked if he could get some tampons for me and told him which kind I used. I also asked for Whole Food's version of Midol, and he had no problem picking that up for me too. My friend was stunned I asked my dad for those things and was not in the least bit embarred. She said she'd be mortified for her dad to know she was on her period, and would never ask for him to get things like that for her. When I told her my dad had bought bras & underwear for me she was even more shocked. All I did was write down my measurements and he handed them to the sales girl, told her my age and favorite color and asked if she could pick some things out for me, then he paid for them. I'm just curious about how other fathers feel about this. I moved in with my dad at 14 and am now 17, so for the past few years he's been the one to buy things like that for me, and neither of us have been awkward or self-conscious about it. I mean, it's just a fact of life that girls my age have periods and need bras, so I don't understand why the dads or the daughters would be mortified by it.