For a start, I burn easily, it makes sense to stay covered in hot sun. I wouldn't want to be uncovered anywhere chilly either, so it doesn't leave much scope. Then, clothes are so useful, with pockets and things. They also act as sweat absorbers. My children went naked in the garden until they were about seven, and then completely of their own accord, they started to want to keep their clothes on, and wear swimming costumes at the beach. As that seems pretty general, I think there must be some kind of natural instinct to cover up.
And who wants to run the risk of burnt 'bits'? 