In countries like the United States, he said, there is a “highly sexualized and puritanical culture, where sex is tightly controlled. Attitudes are generally much more conservative concerning what women do and women’s bodies. In Europe that tends to be less of the case.”

In a number of studies, Dr. West and his team have found that being naked around others can increase self-confidence and life satisfaction. “If you go to a naturist event, you see a lot of normal people, people who aren’t airbrushed and aren’t Beyoncé, and you realize you don’t look bad compared to the average person,” Dr. West said. “And you spend time naked in their company and nothing bad happens. No one says anything bad to you, no one laughs at you.”

Some Americans have found that the discomfort of being nude in the sauna is fleeting and has a worthwhile payoff.

After moving to Graz, Austria, Amy Feineman, 38, a saddle fitter originally from Colorado, made the hourlong drive to Rogner Bad Blumau, a colorful, trippy therme and hotel designed by Friedensreich Hundertwasser, an Austrian architect who believed that “the straight line is the curse of our civilization.” At the therme (day visit, €57), this philosophy translates to wavy floors, circular buildings with uneven ceilings, and bright orange, blue and green mosaics. On their first visit, Ms. Feineman and her husband skipped the nude sauna area, instead exploring the pools and outdoor gardens partly clothed. But on their second visit, they felt brave enough to bare it all in the sauna area.

“It took us most of our first day there to build up the courage to check it out, and then we spent most of our time there,” Ms. Feineman said. “I’m a plus-size person, and in the U.S., I would never wear a bikini in public. Here, I’m happily walking around the nude area.”