Yes, people have sex naked, but nudity itself does not have to be sexual. Revealing clothing is often more sexually suggestive than being totally naked, since it leaves more to the imagination. If you're worried that becoming a naturist means you're opening yourself up to unwanted sexual encounters, know that for many naturists, it's about being free and natural, not lecherous.
Being a naturist is not about having public sex or exposing yourself to others. Many naturists are modest people who choose naturism for the above reasons, and not in order to sexually connect with people. That said, nudity can be pleasing to the senses in a sexual way. The feel of air or water flowing uninterrupted across your entire body awakens the senses and may be arousing. This is healthy and natural. You should not feel ashamed to have or explore these sexual feelings. Suppressing sexual feelings is unhealthy in general, and suppressing them in the context of naturism negates the healthy benefits of a naturist lifestyle.