Why would you want to be naked at all? Better sun covering, skin can breathe, etc
Why would you want to be naked infront of anyone? You are comfortable with yourself, perhaps pride in latest fitness routine.
With covid I don't really want to be around strangers..
To answer your second question: the sense of freedom, peace, and comfort.
I mean personal space, man; it's visual too you know? I don't need to know you have liver spots on your left buttcheek or the size of your wang when I don't even care to ask you your name.
edit in response to yours: You know what would really make me feel free, safe, and comfortable? If that party of drunk guys staggering dangerously close to me were also naked, too. I think I'm okay with giving up my freedom as not to make people uncomfortable that way, especially women.
They're strangers, the average person is not trying to develop any kind of connection with you (and the unaverage person who is, isn't going to let clothing stop them). When you go to the doctors and have to disrobe, they aren't trying to make a connection with you.
Who cares about imperfections? No one is perfect. The models you see on magazines are heavily photoshoped, the actors on screen wear tons of makeup.
If you don't need to know, don't stare. Staring is rude, clothed or otherwise.
I don't care about the size of anyone's wang, and I'm sorry that you've been conditioned by others to care about penis sizes.
I can't make sense of your edit.
I'm not saying you're wrong (and I hope that you're not saying I'm wrong), it's just all about perspective. If you're in a sauna, chances are extremely likely no one is wanting to inspect your body just as much as you don't want to inspect theirs, they just want a good sauna time just like you would.
Being naked should be incidental, not the goal.
There is no weird feeling of intimacy with the people present. They're there to relax as well, and odds are you will never see them again. And I suspect seeing average people and their imperfections makes it easier to accept your own.
If you don't want to see liver spots or the size of other mens penises then you could always just not look.
Drinking or being intoxicated tends to be forbidden in saunas. I suppose your fear of groups of drunk naked guys might be more likely at a nude beach? At least they won't be carrying concealed weapons.
At least where I live, the main thing we're missing is frostbite.