Over many years I have kept my fairly hairy torso and groin lightly trimmed but not shaved. My hair is light colored so it doesn't show much in other areas. I didn't feel at all self conscious at the gym shower/sauna or at nudist venues.
But I had some medical treatment a few months ago that has left my whole midsection totally hairless all the way around. Now, suddenly, I am a little self conscious. It hasn't caused me to avoid my usual nude activity, but I am aware that some will raise an eyebrow. There are many nudists that I have to conclude are hair-compulsive. But then we all have to decide how we want to express our bodies. So in the end, if you are a male and want to shave your legs, go for it. And realize there may be non-nudists who won't approve but there will also be plenty of nudists who will find a reason to throw shade too.