He had his clothes hanged by his side when he got into the bathing water, and when he was done, he came out of the room with his clothes back on him.
Unknowingly to Orun, the miads had prepared a different outfit for him to change Into when he got out of the bath, and he was only able to see them holding unto it after he was out.
He was adamant about taking off his clothes to change Into the one prepared for him. His cloth is like the first line of defense one would need to get to before reaching his body that is also as durable as his clothing, if not more durable.
Why would he risk taking it off and exposing himself to danger with only his bare body as a defensive measure?
He did settle for putting on only the outer layer of the clothing they offered him, he didn't want to act too rude by rejecting their kindness based on an assumption he has yet to confirm.