I have taken mine in a handful of times when I've had to drop them off on my way to work which involves me leaving home at 6.25am. I would much prefer to take them in their nice and warm pj's than wake them up early just to dress them.
My CC have had no issue at all with it and they completely understand. It actually was them that told me to do it. They also feed them breakfast so that the kids can stay in bed and asleep for as long as possible.

