I wouldn't have changed in a public area in the first place, as I simply don't like the idea of having so little privacy or running into someone who could be uncomfortable with the nudity (and I wouldn't be inclined to get nude in that situation either). I have no problem with nudity per se, but only when it is mutually understood as benign and non-sexualized. I wouldn't go naked in an area where I knew some people would be startled or otherwise made uncomfortable by it, for example, nor would I feel comfortable doing so.
As for that specific situation, I would have said, "Could you please give me a minute alone?" although, as I said, I wouldn't have been in that situation anyway because I would have changed my clothes elsewhere.