I'd say spraying perfume on clothes biases its scent development, i.e. particular notes may be highlighted and certain stages (e.g. top notes) more prominent. I used to apply my fragrance when I already had my clothes on thereby spraying my clothes, too. What I have experienced from that is that in this way the fragrance tends to smell rather monotonously throughout its lifetime.
It wasn't only recently that I've stopped doing that and started applying the fragrance before putting on my clothes. From what I can say now I believe that applying it on skin only gives the fragrance a more "natural" smell as it can develop itself on/from your skin. Furthermore, you may experience an additional burst of perfume if your body warms up (e.g. if you start sweating or enter a warm room) instead of a constant baseline as you would get it from your clothes, which I find enjoyable.