Some of the best camping spots near me are "nature retreats", and so when ive used them ive complied with the local custom and gone nude, i'm very comfortable in just skin and dont have an issue with being nude in the company of strangers who are likewise nude.
That aspect aside, i think the reason we wear clothes is as you say , due to the uncontrolled aspect of the environment.
But a species that has spent perhaps hundreds even thousands of years in an artificial/controlled environment is (modesty issues aside) unlikely to need or want to wear clothes.
Another facet i find significant is this from the alleged alien autopsy reports
The second type of body is allegedly reported as
The fluid removed from the body was analyzed under the microscope and found to be a vegetable substance, chlorophyll-based. It is possible that photosynthesis was the means of obtaining energy.
This is not a cadaver of a kind previously observed by or known to this pathologist. It appears to be a form of creature utilizing elements of both the animal and vegetable.
http://www.v-j-enterprises.com/roswauto.html
It makes perfect sense to me if one has the ability to bio engineer your bioform, to make photosynthesis a means of obtaining energy, For such a bioform wearing clothes would be counter to the design of the bioform.
If we are talking engineered bioforms, all the advantages of clothing could be incorporated into the bioform itself, resistance to heat/cold etc.
Why carry food stores, when the galaxy is chock full of stars, just make the crew compartment have the ability to turn translucent a-la Lazars sports model, and the crew can use photosynthesis as a means of energy