HELP! My wife Changes Clothes in Front of her Twin Brother

My wife’s twin brother is currently living with us, but his stay is now causing problems as my wife keeps changing her clothes in front of him. - 

She’s never completely naked in front of him but she has no reservations in taking her top off and talking to him in her bra. She says they’re very close, that there is nothing she is hiding from her brother, forgetting she is a married woman.

I have tried to make her understand my position but she says I am making a big deal out of nothing. Am I really making a big deal out of this or something I should be worried about?