Turns out he's nude under those clothes just like the rest of us.
Playing strip poker, in Vegas, sounds like a fairly normal thing to do, better than betting and losing his crown jewels.Throughout history male members of the royal family have been rogering around and siring illegitimate children hither and thither. It's a perk of the job! I consider that Harry's being fairly tame in comparison.
If you haven't seen a naked man before, here's are some to be found in London. Shocking!