My son and now my daughter had this same issue when they were two.
My son, now 11, wouldn't dream of even taking his shirt off in front of anyone and is mortified when we show him pictures from the cottage of him running around naked.
My daughter, now 3, still strips down from time to time but not as frequently as she used to. Her biggest thing is to claim she is hot (heat) and start taking off articles of clothing.
I don't (and didn't) really worry about it too much. They are/were kids and it's no big deal. Sure your friends are uncomfortable but so what? Besides the pure volume of teasing you can tap into later in their life is invaluable!
You remember meeting Jane, don't you son? You used to strip off your clothes and run around the house for her...
Yes, according to my son, I am mean.