Women are the target of body policing more than men and are so less likely to be ok with social nudity, men are more likely to disapprove of women in their life going without clothes in public than vice versa, making it easier for, say, men in a relationship to go out alone than the opposite, and women experience more unwanted attention and harassment in their life, making them less likely to want to put themselves in a situation that often can come with such things.
Those are the three big things that come to mind.
I'm pretty open okay with just going to stuff and getting naked whenever, myself, but my girl friends that I know who love being naked all avoid public social nudity for one or more of those three reasons.