Economics!
Clothing was expensive as everything was handmade.
While the magistrate would prolly not be interested in this, the executioners and the guards might see the clothing as a little bonus.
While maybe not a legal requirement, the clothing in most cases were too valuable to squander on a the soon to be dead criminal.
For slave owners why not give the soon to be crucified clothes to another slave?
There is not much historical writing about the process of crucifixion.
So we don't know for sure.
Displaying a criminal naked for humiliation purposes might have been a reason for sure too.
Romans went naked in bathhouses and on other appropriate public occasion, but that was a choice.
Being displayed naked, that's something entirely different.
I think for these reasons, yeah I think most crucified were naked.
But there might have been exceptions:
A rich roman slave owner displaying his wealth by insisting his crucified slaves were kept dressed.
Family of the crucified bribing guards/executioners to keep them clothed for sake of the families reputation.
In cold weather conditions, the naked crucified would probably die too soon so clothing was left to keep him/her
longer alive.
In fantasy:
I generally like naked crucified women better then clothed ones, so most of the time they are without clothes in my renders.
But exceptions are like the spice of life.
Other peoples fantasies are different of course.. That's a good thing