In the 7th season episode "Inheritance""Inheritance" we find out that Data has a modesty subroutine.modesty subroutine. When Data was first constructed, he didn't feel the need to dress because he didn't "suffer from the elements", but some of the colonists were disturbed because he was anatomically correct.
Data would not willingly change into the clothes that Fajo wanted him to wear but with his uniform gone, he changed into what was available rather than remain naked (and again depriving Fajo of any cooperation).
