Some people, especially ND people, like being naked, and not wearing clothes. I get that you wish he was in a different hobby group, but this is his interest for now. Perhaps it's connected with meeting other naked men, perhaps not, but either way, he is an adult, it's legal to meet other adult naked men and spend time together, in fact, in a club he's probably better off with other members looking out for his wellbeing. He may make friends. He might find a boyfriend or a girlfriend, or have casual sex.
He's 19 now and I completely get why you are worried about his vulnerability, I have one child I worry about as they aren't very good at discerning the intentions of others and I think that makes them more vulnerable to not nice people, but I can't live their life for them and I can't stop them meeting people now they are over 18.
The best thing you can do is to keep the lines of communication open, don't go on about this, it's his private life, but make sure you have time together, in the car, chatting over meals, anything so if he does get into a difficult situation you are the one he would talk to, or encourage other friends/relationships where that might happen (including possibly therapy) if you are worried.