Considering it looked like she had maybe two layers of cotton and little else, then yes, it would feel a lot like being naked. Hansel much preferred the sturdy and heavily feel of more protective layers. And since he routinely had to throw himself into situations where his body took a beating, that was just logical for them.
Showing him something here could be possibly horrifying depending on what exactly he was seeing. But then everything around him was strange and unusual. "Is it another person without colour? Because one of those a day is more than enough." Usually the only people they saw like that were witches, changed from their natural appearances with time in their practise until they resembled the monsters they were at their core.
Liv didn't act like a witch, and since Mina and the revelations about their mother, Hansel had been a little less automatically confrontational. It didn't mean he wouldn't still be wary. Simply allowing Gretel to lead him wherever she wanted, since she apparently knew this place, Hansel didn't bother relinquishing his hold around her shoulders. Less than an hour missing was bad enough in his opinion.