I believe it was the mandatory being naked that made the Aides uncomfortable:

What even fewer people outside that office knew was that the two shared a bond that transcended power and politics: Buckham, a licensed nondenominational minister, was also DeLay's pastor.

For a while, in DeLay's early days as whip, they organized daily voluntary prayer sessions for the staff--until it began making some aides uncomfortable. After that, according to two sources who worked in the office at the time, the two of them frequently prayed together privately, joining hands in DeLay's office.