The "look" of the film, the aesthetics, cinematography, styling, fashion, etc., are rooted in traditional sacred art, particularly Catholic and Italian Renaissance art. Historically, European art has a different attitude towards nudity than is shared among some extreme sects with iconoclastic leanings. I don't know anything about Monica Bellucci's personal life or beliefs. As a creature of God, she was born naked like the rest of us. The "shame" associated with nudity is a legacy of original sin in the traditional biblical framework.
But this film is not about Monica Bellucci. It's about Christ. He came to redeem and save her nature like everyone else. Our entire bodies will be glorified at the fulfilment of this sacred drama.The Word is made flesh last time I checked the canonical biblical sources.