How in the world do you know that the early church baptized people completely in the nude? Were you there? According to my studies, their definition of the word "naked" was not the same as ours is. It meant taking their outer coat off, and basically being in their undergarments...which still covered them up more than ours do today.
And as to Christ being naked on the cross, that wouldn't have been His choice, now would it?
God commands His children to be modest. Nakedness is the direct opposite of being modest.
1Ti 2:9
¶ In like manner also, that women adorn themselves in modest apparel, with shamefacedness and sobriety; not with broided hair, or gold, or pearls, or costly array;
1Ti 2:10
But (which becometh women professing godliness) with good works.
Whether our reaction to it is perverse is really not a question. OBviously it will be perverse, we live in a Fallen, cursed world, and we are a Fallen people.
And don't fool yourself into thinking that just because more nudity might be more common in some cultures, that that means that other culture really suffers no ill effects from it. Within those cultures there are rampant problems, dealing with how the men treat the women, and other such things that just aren't talked about openly. It affects them.