Trust me, he is just exercising away, more obsessed with his triceps and abs than with any awareness of nudity. As for his erection, he's like that while wearing clothes so for him that doesn't signal nudity. Even if he were to see his erection, he always sees it in his mind's eye so that's not a signal of nudity. The only thing that may in some way give him a clue that he's naked is that someone pays him to get his picture taken.
Though that's really because of his muscles not his dick, right? Oh wait, we can see muscles everywhere. It's the muscles and dick combo that's all the rage, so maybe he'll get a clue, like when he picks his clothes up off the floor and puts them on. Though he's wearing a necklace, so he's definitely not naked regardless.
I suppose there is a slight possibility that he's aware he's naked. His dick has a different color than the bedspread for instance. And in the second picture is making a rather penis-shaped shadow. Still, I don't think he knows he's naked. Maybe if you stand in front of him and masturbate while staring at his dick, he'll get a clue.
If you look closely at guys who are wearing clothes, I'll bet you'll notice some of them are naked too. Well, at minimum, they may get naked for you if you stare just the right way. It's magic.