Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.
It is allowed for a Muslim man or woman to sleep naked if he/she is certain no one will enter that place. The evidence is the Hadith of Ayisha (Radiya Allahu Anha) that she used to put off her clothes while sleeping with the Prophet even if they did not have intercourse. Imam Muslim narrated that Ayisha (Radiya Allahu Anha) said: "When it was my turn for Allah’s Messenger (may peace be upon him) to spend the night with me, he turned his side, put on his mantle and took off his shoes and placed them near his feet, and spread the corner of his shawl on his bed and then lay down till he thought that I had gone to sleep. He took hold of his mantle slowly and put on the shoes slowly, and opened the door and went out and then closed it lightly. I covered my head, put on my veil and wore my Izaar (lower garment), and then went out following his steps till he reached Baqi… till she says in this long Hadith 'He said: "Gabriel came to me when you saw me. He called me and concealed what he said from you. I responded to his call, but I too concealed it from you (for he would not come to you), as you have taken off your dress".
The Prophet’s (Sallallahu Alaihi wa Sallam) saying "You have taken off your dress" and the saying of Ayisha (Radiya Allahu Anha) "and I wore my lower garment" suggest that she was not having dress while she was sleeping with the Prophet Muhammad (Sallallahu Alaihi wa Sallam).
So, staying naked is allowed for a married, or a non-married woman, or for both husband and wife as long as there is no one else who can see them.
Allah knows best.