I do the same. I don't consider myself an exhibisionist, but I'm also not shy and I always read the room as well... If all (or most) of the dudes are chill, then being casually naked is not an issue. I always stay in hostels dorms and always seek for male only dorms... so far never had an issue in sleep naked or walking naked to the showers.
Also agree that being the first one naked sometimes is the way to make the other roommates at ease. Remember once I stayed in a hostel in Vienna with a friend - who also happened to have zero modesty. We shared the room with 3 young dudes - probably 18/19 yo. First night they were all in their pajamas... we both slept naked and the morning after my bud walked completely naked to the ensuite showers in front of our roommates. After that the three guys started being more at easy and they never wore more than briefs in the room.