What I find funny is that there is a special toggle for Shadowheart to show her without her armor in game (while still getting armor benefits). The toggle doesn't exist for any other characters (that I've seen so far).
So basically you can have a fully nude Shadowheart running around in your party getting full armor benefits but just nude for the aesthetics. They certainly know their audience I guess!
Every character can toggle visibility on helmets and toggle aesthetics as "camp" or "armor". Camp can be nude if you like. When toggled to camp it doesn't seem to effect stats in any way, just what they look like.
All characters have that. Hit tab to open team view, and on the upper right of each characters window there's a little checkbox to toggle it on and off. Camp armor and regular armor.