This is interesting. Everyone's story is different, and everyone's needs are different.
Is it shame, fear, or both?
Here is my experience:
I naturally started dressing in a way that makes me feel 'safe' all of the time - long sleeves, long pants or medium to long skirt, decently high necklines.
I also carry an optional layer of protection with me all of the time, usually a wrap or shawl. When something triggers me, even mild, I wrap myself up. My wraps are beautiful and get a lot of compliments! The colors and beautiful fabrics cheer me up.
I actually like to browse the sites for religious people who dress 'modestly' or 'frum' because they have good outfit ideas that are stylish but also make me feel well covered! What this taught me is that with fabrics and colors and fit I can achieve a sort of dignified beauty and even sex appeal without feeling overexposed. I enjoy this creative process.
In therapy or support group, I find myself needing to cover up with a blanket or wrap when I talk about my sexual violence history. As soon as I start to tell any portion of my story, I notice that I immediately wrap myself up. It's instinctive, natural. When I'm feeling extraordinarily triggered, I notice that I keep my handbag or a pillow over my lap and hug it to keep it there. It's like a shield.
I've had therapists who actually encourage this [covering up] as a healthy coping skill. One even mentioned other women who select their clothes in such as way as to feel "protected" in general. That was validating and made me feel less weird. It helped me to perceive this habit as a good thing, and something that is a sign of health. It makes sense to want to do that if you've been violated.
But you pose an interesting question: "is [this] a natural reaction to sexual abuse that I can go along with, or [...] is [it] fueling shame and a feeling of dirty-ness and I should be trying to stop[?]"
Only you can answer that. What do you feel just prior to when you cover up? And what do you feel after?
Before covering up (such as when triggered): I feel dread, anger, fear, disgust, need to flee, terror, suspense, grief, angst, anxiety, remorse, and more.
Clearly I'm trying to protect myself from something. And so it's not a shame thing.
After covering up: I feel relief, joy, comfort, warmth, strength, courage. I can cope.
Being covered doesn't hinder my life, and so I don't really see why I wouldn't comfort myself in that way. How wonderful that something as simple as a blanket or different clothes can help.
I *did* have to work for many YEARS on being able to wear a bathing suit to the beach or pool, even when I was in the water. It's dangerous to swim with long sleeves and long skirt (wow, I really was that traumatized...huh...I forgot all about that until this post. I've come a long way!). Now I can swim, but I cover up as soon as I'm out of the water, mainly so that I don't get sunburned! I feel safe at the beach as everyone is exposed, so it's okay. But I always have a stylish cover-up that makes me feel safe and happy.