Since I don't have to deal with this one myself (yet, anyway), I had to laugh. I get this funny image of your son's cheeky pose in a family album alongside others' faces. Unfortunately, he's still too uninhibited to blackmail him now with the threat of showing such portraits to his future dates.
Sounds like you've successfully clarified the matter of privacy. I presume the rest of you go naked briefly only when showering or dressing. If you tend to spend more time than that sans clothing, he might still be confused about when nudity's okay, or why. He is getting old enough to start sorting that out, though. You sound pretty healthy to me; I don't think there's much danger of negativity toward his body in your family.
Body humor is such classic little-boy behavior. It is completely normal. And he apparently can still get your attention for the rude butt pose. Have you tried ignoring that one completely for a few weeks? I imagine the problem here would be how to keep the little bro from being amused.
But consider positive reinforcement. Keep it low-key so it won't look like manipulation. Give him more attention when he's dressed than when he's nude. Play with him more. Offer most-favored snacks or meals only on days when he's dressed. Offer a spontaneous trip out for ice cream occasionally – only while he's dressed. (You may have to secretly plan these little rewards ahead, coax him into his clothes, then "casually" offer the treat before he gets back out of his clothes.) I heard a great story about a college behavioral science class "training" their instructor over a few weeks to lecture only from the side chalkboard; that's where they sat up and gave him all their attention.
You might consider a reward chart for this one. Tally how many times a day he undresses, and start with that average. Give small rewards (maybe a special one-on-one trip for lunch, to park, to library…) for fewer undressings. Or for more hours dressed - whichever works best. Keep upping the requirement. He may become more accustomed to being dressed.
I also wonder whether he finds his clothing comfortable. Some kids are more sensitive to seams, tags, textures or constrictions. You might inquire into which of his clothes he likes best and which ones he never wants to wear, and why. Irritation can be subtle (my own experience) but discouraging. I've given away lots of clothes that I just couldn't be comfortable in.
It will probably be a good move to make certain times of day okay for nudity until his natural sense of modesty begins to kick in. It (probably) will, at least by adolescence. My going-on-four grandboy loves being clothing-free, too, and I sure don't blame him. Feels so good! He's been so resistant to putting on jammies after bath that he's being allowed to sleep nude.
I see nothing wrong with it, but there was a late-night trip to the emergency room for his dad recently. They had to wake the little guy and hurry him into jammies to take him along.