It seems to be a bit glitchy. My sims reset to outside the hot tub as well and appeared in their swimming outfit instead of the nude outfit. There isn't a bug report on this so I'll do some more testing to make sure it isn't something that I am doing that is causing it.
Clearing cache files doesn't fix this problem so at the moment there probably isn't anything you can do. I'll post back later with some more details. Meanwhile if anyone else wants to try skinny-dip woohoo... go right ahead.
be interesting to know how many people have this issue.
*edit. Ok so far as I can tell, the hot tub woohoo in nude outfit (through skinny dipping) actually works as your sims still get the expected moodlets it is just that the animations at the end do not play as normal. Instead of the woohoo ending with the sims sitting in the hot tub they both reset to beside the hot tub and in clothing of some sort, usually the swimming outfit you have set for them.
So, yes, I guess it is a glitch. Not game breaking I suppose seeing as the expected moodlet still happens, just rather jarring visually and immersion breaking. Still haven't been able to 'fix' it so I guess a developer-fix is needed on this one.
