It seems to me that technically you weren't nude. You were wearing an outer garment which is why the cop thought the better of pushing any charges as a decent lawyer would argue the same. If there's a statute against simulated nudity then there's a case to answer. If not then it's just the prejudices of bystanders who need to be better educated about the more tolerant times we now supposedly live in. Does wearing a mask of a previous president on the high street make you a bank robber?
In the UK it's not illegal to be naked in public unless the intention is to be deliberately offensive. There will be many who upon seeing a naked man, naked women tend not to illicit the same response (sexist?) will summon the police demanding action as some sensibilities have been offended.
The Sexual Offences Act (2003) states that exposure (and hence public nudity) is only a crime if a person's genitals are exposed and they intend for someone to see them and to be caused alarm and distress.
This means that nudists, skinny dippers or nude sunbathers etc. are not breaking the law, as someone has to intend to cause alarm and distress for it to be a crime (and so someone being alarmed or distressed without intent is not a crime).
OK, laws differ country to country, state to state but for a prosecution the law has to be broken. Check first with a lawyer that what you're doing is illegal and in your case it seems to me not.