From:
http://www.freebiblecommentary.org/new_testament_studies/VOL06/VOL06B_05.html
"naked" This word is often used in Greek literature for the preferred disembodied state at death (cf. Vincent,
Word Studies, vol. 2, p. 822; Frank Stagg,
New Testament Theology, pp.322-324; George E. Ladd,
A Theology of the New Testament, pp. 552-554). The Greeks longed for this incipient release from the physical body, however, Christianity, like Judaism, asserts that we will always have a bodily expression (both believers and unbelievers, cf. Dan. 12:1-2; Matt. 25:46; John 5:28-29). Possibly Paul is again refuting the false teaching (i.e., incipient Gnosticism).
No need to obsess over naked souls.