They both mean not having clothes on. Nude means to be posed in a certain way usually in an art context and portrayed in a tasteful way. Naked is being.
You are not posing waiting for her to sculpt you in the nude sans towel. This example highlights the difference nicely. Nudity is intentional.
Naked, on the other hand, has far wider connotations than nude. . "The word ' nude', on the other hand, carries, in educated usage, no.
Tara Parmar gets down to it as she opens up the conversation around Nude vs Naked. She talks nip slips, Biblical Eve and bare, bare bodies.