You want a serious answer. NOT!
O.K.
assuming "clothed ghosts" have been seen, and that the conception of ghostly sightings seems to point at them perform certain activities at certain places i.e. a haunted house.
Everything is energy from you rhome to your daughter. We all have more space in us than we do matter (which is energy ).
So perhaps (just a theory) someone emotionally distressed sends off panicked thoughts. They witnessed a murder, or someone wants to murder them. O.K ultimate panic emotional trauma.
O.K. now lets also assume that thoughts are as real and tangible as matter. There are millions of people who believe in this theory from Winston Churchill, to Albert Einstein, Henry Ford, and many others. A subcomponent of this theory is called "the law of attraction". It is the founding principle in the movie "Oprah Winfrey" has been pushing called "The Secret".
O.K. so here it goes:
"My new theory on why ghosts exist clothed is because traumatic events transpired triggering high emotional thoughts. These thoughts were broadcast to the world, but were so powerfull that they altered the vibratory level of the haunted area. i.e. the emotional energy actually became a part of walls furniture, and the like.
This given a sensitive person may detect these emotions and/or percieve the events as they have happenned; clothing, props and all."
I'm not saying I believe my theory, but if I had to justify a ghostly sighting I think I'd start there.
Now about penitentiaries being haunted.
It seems to me I've heard more than one story about the "Tower of London" over the years. As repairs are made and walls crumble, the emotional matter will fade, and battlefields seem like a poor location to hold emotional engrams long.
Emotional trauma is prevelant in funural parlors and morgues, and perhaps these "hauntings" are simply emotional matter that are now fixtures in the building. Many of the "ghosts" may be alive and well, the emotion that the let out at a certain time is just a part of that place.
Maybe this entire ghost phenomenon is meant to be a protection system. If you enter a bear cave where 3 people have been mauled to death slowly, and you get an eerie feeling. Maybe that eerie feeling is part of a protection mechanism every human has but does not acknowledge.
O.K., I'm full of it here, but that would be my guess as to why ghosts do not appear naked. So if you want a Naked ghost, scare the bejesus out of a group of nudists in your living room