You wake up to the smell of smoke, your house is on fire and very soon your only escape route downstairs will be compeltely blocked off by the flames, you're no aware of this but you know you don't have much time. You've been sleeping naked, you live in a downtown area, it's always very busy outside and your front door goes right out onto the highstreet. Your clothes are all away in drawers.

Are you so self concious that you need to get dressed before running out of your house? 

Yes. I'd get dressed. I wouldn't want to be on the news as "That naked guy who's apartment burned down".

If my only escape route downstairs is blocked, then I would be completely aware of my lack of time.

I'd probably grab a towel quickly if I could, but if I had no other choice I'd obviously rather live than not get embarrassed. 

Grab the clothes, run out, put them on outside. 
 
I should point out that it is for essentially this reason that I do not sleep naked. 

Nope. Who cares about being naked outside when SUDDEN BURNING DEATH AWAITS ME, SHIT GET OUT THE HOUSE.
 
That's what I think, anyway.

Just grab a damn sheet and wrap it around you. If it catches on fire you can just drop it instead of having to take it off. And if you have to drop it and run out into the street naked, you just ran out of a house that was fucking on fire with fire.

Grab bedsheet, problem solved.
 
Asides from the fire of course.