I completely agree. I've had the same experience more times than I care to count. I still can't understand what happened to the good old days (in my experience - early 90s to late 90s) when it wasn't an issue at all. I sure don't get the younger generation's bizzare views and hang-ups about casual, same gender non-sexual nudity.
I first started going to health clubs in the mid-90s when I just entered my twenties. At the time I wasn't very assured about my body, and I remember men in the locker room, during the 90s era, often walked around naked. It was very common, and I never stared, but I never had the guts to do what they did by being confident about their bodies, nude. And often, men who worked hard for the bodies, proudly showed what the had, and rightly so.
Now a decade later, I'm in my thirties, and I feel confident about my body, and the workouts have paid off, where my body is aesthetically defined naked.
Yet the locker room dynamic has changed in gyms I have been too, where if I were to walk around naked, I attract shocked stares from younger guys, and creepy vibes from closeted voyeurs. At first I tried to ignore it, but I have finally come to the belief, there was a different attitude about nudity in the locker room in the nineties, where more people felt it was OK to be naked.
But now, the atmosphere has shifted, especially with younger people there, that I don't try to go against their beliefs, but just put on a towel and try to remain nudity-free as possible. I say this because I just got fed up with the reactions I was getting, and it seemed more peaceful to just cover up.
My membership also gives me access to several gyms in my area, since I am a member of Gold's, so I can go to different gyms. I now workout and change at a gym where the crowd is older, and there aren't any shocked reactions if men stay naked beyond two seconds from changing. However there are other gyms in my area that I could go too, where the atmosphere is much guarded about being naked, that I just opt to not be part of that atmosphere.
Personally I think the issue of privacy is a state of mind; it's all relative to what the general beliefs about nudity are for the people in the locker room. And I know that younger people have erratic views about nudity, where they make the locker room into a place of being guarded by everyone, under the assumption that everyone is gay, and they are going to stare you down.