Is it OK to be naked for a pelvic exam?

No. Any professional physician, physician assistant or nurse practitioner would require a gown (even if it's a skimpy medical gown). This attire is considered the minimum, in the medical field, in order that proper boundaries are maintained. After all, a pelvic exam is a medical procedure. (Even though the patient might feel perfectly comfortable while naked, the medical provider must still follow the regulations of his/her profession.)