For these types of considerations, I usually ask, "why", as in, why sheer? What is the point? Sometimes that helps answer. Sheer shows more body parts, more underwear parts, so, why? And culturally at least, sheer fabrics are associated with more provocative intent or plans, usually. Why is that more desirable than,,, not? In a typical work situation, that is.
I'm thinking more of overall sheer garments and not, say, a decorative band or some other non-revealing construction.
The same "why" question might be applied when someone asks, can't I wear my skirt 5" above the knee, or in the opposite, casual direction, can't I wear distressed jeans?
Maybe I'm too into psychology, but I think there's always a message in clothing, whether we acknowledge it or not, and we partly want to separate "them"--meaning someone who says we can or can't--from "us" which is, why do we want to wear these things in the first place? So at one level you only don't wear something because the dress code won't let you, and at another level you set your own standard for your message.
Kind of like the schools having to make a dress code to forbid teachers from wearing sweatpants and flip-flops (among other things) to work. Sorry, I would never have expected that to have to be policed!