I've only one problem with this concept.
It's implied that the protagonist has to be naked at all times; I mean, what is he going to wear, invisible clothing? So what if a mission takes place in a winter setting? A naked man running around at -20 would surely freeze his ass off. If the premise is to be believable in the slightest, all of the missions would have to exclusively take place in warm locations or during summer time, and one of the staples of the stealth genre is the crazy variety in the levels, which is here sacrificed unnecessarily.
A better idea would be for the protagonist to wear some sort of camo suit for the outdoors portion of a mission, and abandon his outfit after he's successfully infiltrated the objective building - that way, anything goes in terms of weather and setting. This could even be emphasized from a gameplay perspective, by having the game be in third person while you're in the suit, then switch to first person after you've taken it off.
Other than that, I think this is a very interesting concept that promises some very unique gameplay, and I would sure like to see it realized.