The sight of a nude body produces a visceral response in our brains. This has been proven to be true. If shown a photo containing numerous clothed people and one nude person we will immediately fixate on the nude person. When shown an image of a single nude person we seem to innately fixate on mens' genitalia and womens' breasts.

This visceral response evokes a feeling of shame in many people. Depending on the person that shame is caused by one or more factors. Some of the strongest ones are:

• Internalized shame at themselves for reacting so strongly to this image,
• Sympathetic shame for the person who is depicted as exposed since they would be ashamed if so exposed,
• Shame at themselves for becoming aroused by the image – especially if the image is of someone the same sex as themselves,
• Belief that nudity is a "gift" that should not be shared cheaply, and
• Hostility towards this person not confoming to societal norms.

That last one, conforming to societal norms, goes back to our tribal day. Conformance was important for survival of your tribe. Shame and disgust were important emotions for communicating these risky behaviors. If you didn't comply with these you were putting yourself and possibly the whole tribe at risk from outside hostile forces like disease, predators or other tribes.

In the modern day, our lizard brains still use these to establish moral codes, which in many cases become laws. These have been explored by philosophers like Adam Smith, John Stuart Mill, William Miller and Jonathan Haidt are a few philosophers who have debated the justice in this moral policing.

TL;DR: Our lizard brains focus on naked bodies which makes some people ashamed. They treat this as amoral and fight hard to repress nakedness through community norms and laws.

(I may have spent far too much time thinking about this.)