This can be particularly important when unwinding the trade, as if you simply take off the near term option or let it expire, you are then long a nakedoption.
Being naked short an option, puts you in a completely different risk category and you would want to be sure you understand all of the implications of doing so.
The reason is that skin does not reflect the laser in the same way as most other objects - meaning for those wishing to evade the camera's gaze, stripping naked is an option.