When I was in middle and high school, I was neurotic about not exposing myself in the locker room. I'd go to the furthest darkest corner, face the wall, and do a complicated multi-step shimmy to take off one shirt as I was putting on the other, so exposure of my bra was absolutely minimized.
I know this sounds like yet another "Holly Pervocracy was a weird unpopular kid and that kind of explains a lot" post, but here's the funny part: I still do that. It's not as neurotic these days, but when I change in the locker room at work or a gym, I go out of my way to hide away and minimize my nudity.
I think this is, paradoxically, because I like being seen naked. Which I do; at play parties I'll take any excuse to walk around with my tits out. ("This is a play party" is sufficient excuse, really.) And of course I occasionally naked it up on the Internet. Being naked in front of people is both a sexual and a whee-fun thrill for me.
So my worry, in middle school and now, was never "they'll see my body and that's terrible." My worry was "they'll know that I like them seeing my body and that's terrible." It would both violate consent to use them for exhibitionism, and if I let up on my self-control--even just to act normally--I worried I would tip off my exhibitionism. The exposure of my tits was fine; the exposure of my sexuality is what I was desperate to hide.
("Exhibitionism" is a poor term here since I don't really have that fetish; I just sort of enjoy being seen by willing observers when I'm naked or having sex. I swear that's different. Somehow.)
Nudity is supposed to be okay in same-sex locker rooms because we've all got one, right? Well, we may all have the same body parts, but I still think I've got some things my co-undressers don't got, and that, not prudery, is why I still make a special point of wearing my biggest frumpiest underwear to work.