I say go for it but, maybe you could talk to their pediatrician about this, I see nothing wrong with nudity in front of your own children. I'm sure there is a cut off point to it and someone with more experience than me will have to answer that, BTW, I dont have kids yet but, I was a kid and remember many a bath with my mom and dad even outdoor nude showers with my grandpa on hunting/camping trips, go with your heart and instinct!

Congrats on the son to be!