Although a lot of people say sleeping naked make them feel 'sexy', it obviously helps the body relax way better (as there's no obstruction of any kind).
Sleeping sans (without) clothing benefits the body in different ways from ensuring sleep is uninterrupted to boosting the immune system. See more ways why you should sleep naked often (if not everytime):

Allows your sexual organs breathe
Sleeping without clothes on ensure the organs (sexual et al) breathe. Unlike when wearing clothes can get in the way of taking in fresh air or letting loose, going sans clothing will make sure organs like the vagina, penis, armpits, boob area and so on 'feel free' which helps them 'relax' and keep them in peak performance.

Generally helps for better sleep
You sleep better when there are no clothes on especially when it's hot. Sweating while sleeping will interfere in the quality of sleep for instance but when the body is left airy, the quality of sleep would be greater.

Helps the skin breathe and release anti-aging hormones
Sleeping naked is known to improve the skin as well as gives it a glow. It's also known to ensure the release of anti-aging hormones which keeps the skin glowing and ageless.

Improves self esteem
Sleeping naked helps improve self-esteem. As you constantly feel good seeing yourself naked, it becomes applicable to you, making you 'feel yourself' and consequently improving your self worth.

Improves sex life
Studies show that sleeping naked improves sex life, whether as an offshoot of self-esteem or the easy way it poses for sex to happen, sleeping naked fires up sex life.

Mehn that shit will turn me on