Maybe you are just a prude?
Did you not consider that perhaps your relative does not consider nudity to be such a big deal? Or maybe they didn't consider the possibility that their relatives would ogle at them?
Heck, maybe they just don't consider that situation to be sexual in any way? I've been to Sauna with men AND women with all of us nude there. Happened with my family, happened with friends, co-workers and whoever happened to be at the same public Sauna when I'm using it.
Nudity isn't inherently sexual and that you can't consider nudity (or even someone wearing a towel or showing some skin) to be anything other than sexual says more about you and your beliefs than it does about anything else.