Humans in all cultures have an affinity for clothing and a sense that nakedness is shameful. We see this, for example, in the behavior of Noah's sons (Shem and Japheth) who covered their father's nakedness while not looking upon him. Adam and Eve, when they sinned, had to be clothed by God himself in this first act of redemption. One of the indications of our culture's decadence is the lack of shame in nakedness (i.e., the prevalence of fornication, even among some regular church attendees).
Jesus Christ has clothed us in his righteousness, having perfectly fulfilled the law on our behalf. We never have to be ashamed in the presence of God. In fact, God's presence, which once rightly evoked fear in us, is now the safest place for us in the world.