Yes it has something to do with adapting to the climate. And yes, the skin is sensitive and vulnerable to scrapes, cuts, and other injuries. Also there is a societal argument that we display our power and authority through clothing selection.
All well and good.
None of these are the primary reason we wear clothes.
We wear clothes to protect our own modesty. It feels uncomfortable not to.
I think shyness, embarrassment, and modesty are behavior brakes. They stop us hopefully at least long enough to consider our ways before we make some big mistake.
You might say as well that humility is modesty of the mind.
Humility is the admission of personal weakness and is designed to turn us back toward God, or at least seeking him.
If we do choose humility, we are more inclined to walk with less pride and arrogance.
That’s a good and life-extending thing.
Let each of you look not only to his own interests, but also to the interests of others. Have this mind among yourselves, which is yours in Christ Jesus, who, though he was in the form of God, did not count equality with God a thing to be grasped, but emptied himself, by taking the form of a servant, being born in the likeness of men.