I'm with Prof X on this one, and I think he hits the nail on the head with "They are using that time as if the locker room is a nudist colony."
I have no problem being around a naked dude. I was in the Marine Corps so I would say I had my fair share of time being around nude men and at the same time making homosexual jokes during those times. Sitting in the head with 30 guys all taking a shit at the same time with no walls or doors on the toilet stalls is an interesting experience.
However, there is a HUGE difference in when everyone takes a shower, gets out, wraps a towel around them and gets dressed-- to what the gym I go to is like. There are guys who take ALL friggin day it seems to get dressed that walk around nude, have conversations with others guys nude with a towel in their hand. Why? Because they like being nude in public, for whatever reason. Not calling them gay, but they like to be nude around others. I don't have a problem exposing my body, but I do what I go to do and get dressed.
I don't understand why a towel is restrictive in a sauna? Do you feel restrictive with a blanket when sleeping? I once knew a guy who complained about how he couldn't be nude in the sauna he went to, years later, he was a registered sex offender... true story, just saying...
EDIT: Sorry Prof and Steely, ya'lls post weren't there before I posted. Basically repeated what you two said, reiteration can help I guess anyway