I often see pajama pants for sale, and they're awesome. However, I never see any pajama shirts for sale on their own. Where are you supposed to get pajama tops?
They tell me the story of when I was a kid where my eyes were about crotch-level for my dad and I walked into the bathroom while he was in his tighty whiteys. Supposedly I said he had pooped in his underwear.
Well, 9 years is probably too late to start explaining that nudity is normal thing and seeing your bits is as shocking as seeing your ear.
Apart from that, there is a bathrobe if you want to briefly cover yourself, but I don't see a reason to strangle yourself by unnecessary layer of clothes during the sleep.
Nudity has never been a thing to worry about before, but in the last 6 months or so she wants her space (fair enough). This just happend the other week. Kids will make more of somethings than others. and it all depends on the timing.