My older son has just started to notice nudity. He’s almost 5. He responds by saying “EWWW! I saw your butt!” (followed by peals of laughter, even if that was not the part in question). I have not changed my sleep attire, but I do cover up when he comes in, and if wrestling were on my job sheet, I would throw on at least a teeshirt and undies before the games began. Once it gets colder, I will revert to the clothed sleeping habit again. (Darn that balance of temps so epeepunk doesn’t freeze and I don’t cook…)
Basically, same answer as yours. I’m also just at the point where I throw on a robe as I trot to his room if he needs me during the night.