I really don't know how to respond to this. If the takeaway from this memorial is the shock that the holocaust victims are nude, something is seriously wrong.
The nudity works not only as history (the victims weren't paraded to the gas chambers in their Sunday best), but also in an artistic manner-- how can you most strip a person of their dignity? This memorial powerfully portrays that dignity that was robbed of every victim of the despicable acts of the holocaust-- but it also does it truthfully. And the memorial does so in a beautiful yet heartbreaking manner. I haven't been more moved by any holocaust memorial than by this one.
An artifact being nude in and of itself does not make it "unChristian." It's not the subject matter itself that is up for debate, but how the subject matter is treated. We all can agree probably that if the people in the memorial were engaging in erotic sexual behavior, something would be wrong (not that sex is wrong, but broadcasting it would probably be inappropriate). But to show these people in any other light would be historically inaccurate and disrespectful of those who lost their lives to this atrocity.
Besides, there are numerous "Christian" works of art that portray nudity-- the Sistine Chapel, Michelangelo's David, etc. Those are all probably far less "appropriate" than this memorial (in a sense of historicity or necessity), but completely worthwhile, valuable, and good. It's not nudity we should fear or judge, but how that nudity is portrayed.
It's fine to not like the memorial or the art portrayed as a matter of taste. But to objectively say it's wrong to create it is just flat out, well, wrong.