We visited many art museums in Europe and the US when I was a child. I don’t ever remember being embarrassed by the nude images or statues, nor have I ever felt that they in any way damaged my siblings or me. My parents would read the information about the art to us before we could read ourselves and explain anything we had questions about. There is a distinct difference between art and pornography in most cases.
My parents had boxes of the old National Geographic magazines with all the pictures of native cultures, many with very little clothing or things that seemed odd to us – such as a woman with exposed breasts (her culture thought of breasts as merely food), but completely covered from waist to toes. My parents explained that modesty is, in many ways, dependent upon our faith and culture, but also climate, resources, and history. This also helped us look at art more objectively and to keep a Godly perspective.