Attributing it all to puritans is misleading and even anachronistic. A direct link would be possible at the time when the phrase “puritanism sells” made sense, but a number of generations have alreafy been born into the “sex sells” world.

So there's a country with a giant porn industry, but at the same time newspapers are full of stories about “sexual predators” hiding under every bush, and someone's naked breast is considered worthy of being turned into a “national scandal”. Intuition hints that one is intertwined with another.

When people from elsewhere hear about gender neutral bathhouse (formerly “common village/family bathhouse”, or simply “a river”), they picture themselves asking a granny how's steam in the sauna. In certain countries, they immediately think of some kind of orgy instead (based on media descriptions and fantasies). And certain people of limited wit even try to reenact them in reality, with pathetic results.

Specific social convention makes people gasp, roll their eyes, and hide the children when they see someone without clothes, not their strict moral principles. It is highly unlikely that it will disappear by itself. On the contrary, there are forces that benefit from it. The aforementioned porn industry have successfully used commoners' fears to ban non-corporate-produced wanking materials from the biggest websites. Not even nature is allowed to compete with exclusive providers of images of sexual nature to the consumers.