I've asked myself that question a lot, actually. Yes, he has, twice that I know of. The first time was in 'Preggers' when he was teaching the football team to dance to Single Ladies, and he is wearing pants from his football uniform, which are the legnth of capris, and the second time was when ND was singing We Are Young, in 'Hold on to Sixteen'. Kurt was wearing shorts, but you couldn't see his legs because of his shoes.
Actually, he wears shorts more often than this, but he is usually wearing shoes/socks that conceal his lower legs, making it unnoticable.