Hot yoga, male frontal nudity

I've been trying to find a yoga class since coming to Helsinki. I'm not exactly flexible but I've always intended to become more so. Therefore, when my colleague invited me to attend "hot yoga", my conscience (because of course I don't really want to do yoga – I've done it before and it hurts – I really just want to satisfy that part of me that thinks I should do more for my long-term health) wouldn't let me say no. And class was intense. Hot yoga is yoga but in a hot room. Because the Finnish people really like saunas and someone had the great idea of combining the two. And because the Finnish people are so sporty and in every respect physically superior to me I could barely keep up. And I don't know whether I'll be able to use my knees again. Thankfully (and unlike Finnish saunas) it didn't involve any nudity. Which brings me on to my question to you: are Finnish men preoccupied with male frontal nudity? I avoided all forms of nudity during yoga class and, like any self-respecting Brit would do, when changing for the shower I applied the towel to my waste, slipped my underwear off and—voila!—I was ready for the shower with minimal exposure. But apparently this was amusing to the other Finnish men in the shower room. Did I commit a cultural faux pas? Minä olen Englantilainen!!! I do not want to be unnecessarily nude in front of other men. But the cost is mockery.