It's not so bad! In the gyms I have been, there are separate shower stalls. With exceptions, people tend not to walk around naked between the shower and the locker section, but wrapped in a towel.

Only once did I encounter a shower "tree", in the change area by a pool in a state park. I had finished an organized ride. By the amount of giggling from girls and teenagers in bathing suits, I inferred that showering in the nude was not customary there (it is what it is... nobody was showering when I started), but several women from the same ride then did the same.

The only place in the US where women seem to walk around in the nude is the women's area in a Korean sauna I go every now and then.