My kids share a room, so sometimes they will get changed in front of each other. One is a boy and the other a girl, and they do see each other without clothes on now and then.

But they also ask for privacy now and then too, so I figure that they're learning how to manage this on their own. I've already noticed my son asking for more privacy, so I think they're on a path to where it won't happen very often anymore. So I don't make a big deal out of it, and figure it's just a phase.