Our Nudity is Different: Oh, boy.
Well, it’s a little complicated, given the sheer number of species involved. The chapter of the Common Social Protocol (that consensus standard of basic etiquette that imposes on everyone as equally as possible) that covers this is thereby unfortunately long.
The CSP, of course, only applies as a matter of law to Empire-managed property. Within private volumes, you can do whatever you like, and on private property, the owners can set whatever rules they like – although most save themselves the trouble and just default to the CSP rules. (Who says libertists can’t coordinate? Ha!)
What the CSP asks in general is that except where otherwise posted (public baths, certain beaches, etc., etc.) you cover your excretory organs (unless they’re lungs or skin, but if you should happen to excrete anything substantial other than gases through your skin, it is considered impolite and incorrect to leave ooze on things), primary sexual characteristics, and anything else you might have that triggers involuntary (i.e. not readily overridable by volition) instincts in your fellow sophonts. This last is intended to recognize that (a) allure is not indecency, but yet and at the same time, (b) it is impolite to push involuntary reactions on people who don’t want ’em. Basically, it’s Wheaton’s Law applied to dress codes.
(The luckiest people in the galaxy in this respect by and large are sophonts who have fur, inasmuch as due to the irritation that comes with trying to wear many types of clothing over fur, fur is clothing for all purposes of etiquette. If you want to wear something over it, that’s fine, but you’re not naked unless you’re also shaved.)