Mastering painting of the human body is seen as the truest artistic skill and the vehicle for a wide range of expression. Unlike painting a clothed figure, a nude image requires perfect mastery of painting the skin tone, a good knowledge of the skeletal and muscle structure, proportionate alignment of various parts of the body along with alignment of the body to the surroundings and other characters.
Put any kind of clothing on a person in a painting or a sculpture and you tie them down to a time when that kind of clothing was common or popular and apart from times when it wasn't.
The ability of an artist to focus attention on the important aspects of what is going on and to remove distractions from this subject of focus is a common reason for the choice of nude figures as well.