The regulations on school uniforms in Japan vary.
Considering Japan is experiencing 4 seasons and hence, winter season, some schools allow tights on cold weather while others outright ban them.
Some questions on Yahoo! Chiebukuro that supporting if wearing tights is allowed:
1 Denier: a unit of measure for the linear mass density of fibers
While some schools outright banned them (and even made into news internationally):
There are also some that require the students to wear tights in certain conditions even in spring/summer, like wearing black (and only black) tights for skirts above the knees.
Moving to the main topic...
There is no detail about the regulation for Mai's school, so it can be assumed that it is leaning to the looser one.
However, while the specific reference is not mentioned, the Japanese Wikipedia mentions that
To prevent sunburn which may hinder her living as a celebrity talent, she also wears black tights even in summer.
This is somewhat strengthened by her character introduction in Dengeki Bunko's heroines in swimsuit
Concerned about sunburn, while her skin is rarely revealed even while dating, this time she is wearing a swimsuit for a fashion magazine photo-taking.