Why were they naked?

Searched them inside out, I 'spose.

If all the world is a stage, I demand better lighting

Either a) they were cavity-searched or b) they decided not to use anymore for the night since they were obviously being watched and were having withdrawals. Withdrawling can make you sweaty (well, it can chill you, too, your temperature will consistently rise and fall) and want to remove clothes... it's easier just to grab a blanket than to keep putting all your clothes on and take them back off.

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Shuji Terayama forever.

Because the police tore the place apart, including the clothes they were wearing? Either they'd give up the drugs, or the police would tear the place up. Which they obviously did, so they obviously didn't give up the drugs. The next scene, the police is gone, the place is upside down, and they are practically naked. The next scene is Bob asking Rick to fix up a new place, and Bob and Dianne going to Bobs mother's place to get some new clothes. So, obviously, Bob didn't have any clothes left, at all at that place.

The cops made them strip and probably thought it was amusing to destroy their clothing. Gentry hated Bob at that moment

I thought it was they were doing the speed they bought and it made them sweaty.

Or my isn't name...