Because when you’re naked, your sex organs are exposed, and the only thing most adults associate with those unusually exposed parts is sex.
I would ask the next question, which is, why is “sexuality” always associated with sexual acts? Simply put, because of the way humans reproduce, we are sexual beings. This natural sexual energy, however, is taught to be wrong or sinful, which results in a dysfunctional perspective of our own sexuality (or sexuality in general). This leads to a range of unhealthy effects from confusing thoughts and shame to dangerous behaviors.
We are free to see human bodies for what they are, sexuality for what it is, and sexual expression and sex acts for what they are. The problem is that most people don’t see things for what they are, and that leads to confusion, inappropriate associations, embarrassment, and discomfort.