If you're not comfortable with it, you should bring it up to her. That being said, you should have just said no at the time or something along those lines, or backed out from doing it. It'd have been a bit wiser and would have just resulted in a quip or two from her friends rather than this situation.
On the note of bathing nude with others... it's worth a try! It's pretty fun, too. When I went to Japan, I went up north. On the most northern tip, storms came. I almost missed my flight, my flight was almost diverted and/or cancelled, and when it wasn't, my ferry was cancelled due to weather. No bank machines, nothing in my pocket except a crisp 20,000 Yen (most of which was spent on a hotel) and my stuff. Covered in sweat, anxious, with 80 kph winds blowing my hair to kingdom come, I hit the onsen.
Walked in, took my shoes off, went upstairs. I'd never been anywhere with other naked folk before, much less a bunch of burly older Japanese men. It was fun though. You get naked, get your penis stared at by some 5 year old kid, who then proceeds to ask a question to his dad with his dad promptly bowing in apology, and then go in. Let me tell you, a huge guy welcomed me in, slapped me hard on the back, and I went into the baths with him. No regrets. 100% random strangers, 100% unkempt bush, and 100% fun.
The moral of the story is that bathing nude with other people that you know or don't know strengthens bonds and communal feeling! EVERYONE SHOULD DO IT! but not with your parents...