I do not understand the point. It is not good for the health and the people in the photograph are wearing bonnets and shoes. I think that is in contradiction with the philosophy. And how can someone "feel free" when carrying a heavy backpack?
Several times a year I stay with friends who live close to Appenzell. I shall ask them if it's true. As far as I'm aware, the Swiss are very fussy about wearing warm clothing when in the mountains....something about the altitude/cold/snow being bad for exposed chests. Really.
There is a guesthouse in Zermatt for naturalists/nudists...but although I've skied there every winter for 20 years I never saw them on skis (or at all). I thought they might just sunbathe nude on their balconies. The Gornergrat train passes this place all day.