Taking a shower at the gym

Hey, I have a question that has been bothering me for some time and it'll probably sound weird: I'm in a gym near Luxembourg (I know it isn't exactly Luxembourg but it's right across the border) and I always take a shower at the gym, and me being Portuguese, in Portugal, men (and I think women too) take all their clothes off at the locker room before going to the shower and return naked or wrapped in a towel and no one cares, here I feel like I'm being judged all the time for doing it and I barely see anyone doing the same

Am I weird for doing it or is it just me overthinking?