you wouldn't want to leave the slit open because then your ass would essentially be uncovered
you could have a hole to thread a tail through, but that becomes prohibitively tricky for big furry tails like we're imagining*
even though it would probably be fine for smaller tails, if tails are too big, no slit means a good chance it'll just completely hike the skirt up around the tail so you basically get the open slit and a bunch of bunched up fabric right on your tail