Nude is just like girls wearing boys' clothes in Sonic World since male characters are mostly nude anyway.
I imagine "social standards" to mobians are actually rather different to humans, although human society has influence female mobians to take up interest in clothing and fashion while male mobians prefer minimalistic clothing.
I imagine it similar to how in parts of the Middle-east, it is regarded shameful for a woman to be seen with bare arms and face and not with her
hijab.
It could also be possible that male mobians do not have nipples and their sex organs are either internal, concealed or mostly unnoticeable, while female mobians do have nipples that they may feel required to cover.
As for why female mobians don't go bottomless (I mean, what they have would probably be less noticeable than dangly bits) it's probably out of comfort or protection.
All in all, male mobians appear to be seminude as a standard cultural thing for them and humans that co-exist on the same world as them seem understanding and regard it normal without regarding it as exhibitionism.