God asked "Who told you that you were naked?" Why? Was it because they were NOT naked to God?
As for our spiritual nakedness, God is much more concerned about that than he is about our physical nudity. But Jesus came into our flesh, our humanity and redeemed it and gave us spiritual clothing so we are neither naked physically or spiritually in Christ. The song "Christ the Solid Rock" says it simply "Dressed in His righteousness alone, Faultless to stand before the throne."