We have a friend at our resort who often refers to herself as a modest nudist. When larger get-togethers happen, she usually assists with hosting. Her standard attire is a sheer wrap tied around her waist as she is chatting. It has always tickled me to see the *modest* nudist in action as she does the meet & greet. Its always a good time.
Just the way it is.
I think it's totally normal.
"Close-up" nudist social interactions will often feel "more exposed" because you're literally naked right in front of other people. Which is why some people might be a little more "guarded" (or even appear modest) in those situations.
When we go to the resort, my wife knows that everyone else will be naked; so she doesn't have much hesitation disrobing in the parking lot and being naked all day. She can also choose how social she wants to be on that particular day. In any event, she typically is not going to "appear modest."
When we go to the nudist B&B, she's a little bit different. Social interactions there are unavoidable. So she's typically going to initially be a little but "guarded"; usually opting to start out with a sheer open bathrobe, or a towel held in front of her. Until she's established who else is there; and how friendly, respectful and comfortable with nudity they are. That can take a few minutes; or longer. But once a positive connection has been established, it won't take long before she decides to hang up her bathrobe/towel; and engages with them naked. But if she can, she will try to avoid being the first or only woman openly naked around everyone else. It's just not in her temperament; and it's ok. I think a lot of nudist women feel the same way.
But I digress...
I have found it true when using a steam room or sauna, being the first one in the steam room or sauna shows others that is OK to be naked. Some guys will open their towel and sit down naked and join you. Also have seen other guys who will leave and return naked in the steam room or sauna. It only takes one to set the stage for others to follow when getting naked while using the steam room and sauna.