I don't know whether there is a law protecting naked victims in emergencies/disasters, but even if there isn't, I'm pretty confident that no neighbors or policemen will press charges against someone running for his/her life. However, your just might go viral.
Of course, I don't live in Alaska, where it's a lot colder and, well, under such conditions if a guy runs out buck naked, he may give people a certain wrong impression like George Costanza.
There are lots of comfortable stuff you can wear to bed that would look OK in an emergency. Don't let us stop you.