There's something called "Paradoxical Undressing" that happens to mountain climbers, (or anyone in the cold/snow) sometimes.
What happens is that you're so cold, that your body yanks all your blood to your core to try & stay warm/alive. What happens though, as you get tired? The veins and arteries do, too. They don't keep the blood center mass... And whoomph! Rushing hot blood to the rest of your body. So, even as you're freezing to death? Your body feels like it's burning up. Too hot. Too hot. Too hot.... And strip.
BOTH ALSO happen with extreme anxiety. Your body yanks your blood to your core, to prevent blood loss if you're cut or chewed in by whatever dinosaur/bear/shark/soldier/etc. you're trying to get away from. It's a useful thing. Saves lives in countless accidents or injuries. But just like with hypothermia? When the body stops doing that? Either because it's too damn tired to keep it up, or you're actually starting to relax? Rushing heat. And just like hypothermia, your brain on auto-pilot says strip!!! It's still trying to save your life. It's just reading the scenario wrong. And like jumping when startled, you don't have total control over it... Especially if you aren't expecting it.
Now that you know to expect it? You'll have a lot more control over it.
Like sneezing. Sometimes a sneeze sneaks up on you, but most of the time you have some warning & can cover. Paradoxical Undressing is a lot like that. The sudden urge to have-to-have-to-have-to!!! ? You can learn to ignore.
If your therapist deals with extreme anxiety patients? You're unlikely to be her first patient to paradoxically undress. It happens. And if you're in a hospital? These are med-pros? Naked people all day long. Both expected (bathing, procedures, etc.), and on the fly when something's wrong. It doesn't phase them. It alerts them that something is probably wrong and needs to be sorted immediately (whether it's an accident victim, an elderly person, a woman giving birth, or a neurological response like paradoxical undressing), but it doesn't embarrass or disgust them. Alerting is very very different from disgust.
The med to calm down? That was exactly the right thing to do. Paradoxical Undressing = off the charts anxiety, and anxiety med given to calm down & help you out. Nothing to be embarrassed over :) Promise.