I’ve gone on WNBR and never found it embarrassing to be naked when outside of the other riders all of the onlookers were clothed. For me the point was that I wanted to make the most of the opportunities to be nude in well-known public places, when I’d risk arrest on other occasions if I was naked there. As a nudist I enjoy being naked wherever I can be.
I don’t find it embarrassing to be naked among only women either. Again that is because I’m a nudist, but I also enjoy CFNM situations.