I thought this whole question through while still trying to conceive. I didn't want my child to be body-conscious or to make nudity an issue, so that's how I planned to behave. Well, I had a son, and ended up adapting to things as he grew. (Shocking thing to do, I know!) I stayed covered in our shared spaces - common courtesy. But in the bathroom or during those late night "mommy!" calls, etc, he did see me nude. It was not an issue for us. Even co-ed showering was still OK. He started asking questions at about 4-5, and I answered them as simply as possible, but reinforced the closed door/showering/dressing like a big boy protocol and didn't give him more question fodder. By 9, he was the one that was uncomfortable with an occasional unexpected reveal. Now he's 13, but I still don't make a big deal of it if it happens. I simply say "excuse me" and close the closest door. He is mindful of his own self now. We've taught him that good manners means good coverage. (ie...no, we don't watch TV in the living room in our nekkid!) Our guideline now is that unless there's something wrong with it, no one else needs to see it. So I guess we have had success.
Would I do it differently with girls? Some PC part of me thinks I should say no, of course not, treat everyone the same. But I think you're right - it just IS different with the opposite-bodied parent. It also depends on the individual, and on others around respecting their comfort zone.
I expect your DH would have some perspective on this too, being the only guy in a house full of girls. I know my BF never EVER goes "nikked" if DS is at home. But then he raised 2 girls in his previous marriage.
I wouldn't have said anything to one of my sisters, either, especially if she was just changing clothes. I guess it's just up to your sister how she runs her family, as it is for you to run yours.
For the record, we say my own mom naked (briefly) fairly often (2 boys, 3 girls) and none of us were traumatized by it.
I hope there's something helpful in here.