I always strip down at the locker, then grab my towel and walk to the showers, holding my towel beside me.
Walking back I almost always wrap the towel around myself. Sometimes I’ll hold it loosely in front. In my locker room, walking back uncovered would feel almost too exhibitionist, since most don’t shower (5 large stall showers). But I don’t know why I feel like that, since I do walk to the showers nude.
Maybe walking away from the showers feels easier to walk naked, rather than back toward the locker room. Although I have walked by people anyway who were washing hands, coming out of the bathroom, or taking mirror pics