Sorry to reply to this post so late but im going to reply anyway
I think it all comes down to what you are used to and what you grow up with, I never seen my father naked or sisters or mother infact yes at times half naked while they were getting dressed or things like that but never properly.
My children bathed together until they were maybe three and four and my youngest I had trouble keeping clothes on her, but I persisted it doesn't mean that we still dont get the odd nude run through the house but now nearly all the time covered by towels. We have had the big talks about body parts and things like that and why you should wear clothes and those sorts of things but to a degree i think that they need to be aware that its really not appropriate to be naked or that your too old to bath with your brother or your sister.
I don't know if that is really right but that is my opinion and what has happened in our house over time!