In Desert Solitaire (published sometime in the 1970s, I think), Edward Abbey gave the exact opposite advice. (His explanation was that if you were naked, you would be much less likely to cook the bacon too fast. But that’s off topic.)
At any rate, it’s one jump from there to the advice that you shouldn’t fry bacon in the nude. So it’s reasonable to expect that that advice has been floating around for awhile now, and can’t be attributed to a single recent source.