Certainly people lived and existed before clothes were invented, so to some extent one could claim we don't "need" clothes. However clothes, especially for tiny babies, serve purposes other than warmth:
- absorbency. Babies don't just leak from the diaper area: they drool, spit up, and just like us, they sweat. Most baby-specific clothes are very absorbent for just this reason. It's more comfortable that way compared to the chill of evaporating spit off your chest or the itchiness of something sticky drying on you. They can't grab a cloth and wipe themselves off.
- protection from contact. Whether it's the carpet, your jeans, a tile floor, or the grass and dirt outside, babies touch the world with their whole body, by lying on it. We touch mostly with the soles of our feet (often protected) and our hands (with control over the pressure) A baby's back, stomach, arms etc are all going to come in contact with a whole lot of world and it won't all be soft or clean. A layer of clothes helps.
- sun protection. More relevant if the baby is outside, but worth mentioning.
- protection from themselves. Babies can't control their own movements at first, and aren't really clear on the difference between themselves and the world. They bite themselves and scratch themselves by mistake, they hit themselves in the stomach with a rattle they are waving around, and a little bit of soft cotton can actually reduce the pain and upset of these accidents
- social norms. Assuming you wear clothes, and intend for your child to do so later, you might as well start as you mean to go on and teach the baby how to co-operate in being dressed, and how to operate their body when clothes are on. Futhermore the world is still full of people who will judge all your parenting by the clothing choices you make. I knew a woman who was insistent sleepers are for night time only, and any baby wearing a sleeper in the daytime (especially outside their own house) was not being raised properly. Taking the time to put appropriate clothes on a baby is one way you show others you are conscientious about the baby's well-being and their place in the community.
That said, some "naked time" is great for babies - on a soft surface like a receiving blanket, and with someone wiping up drools and leaks - they like the feel of the air on their skin and it can make them really happy. Don't let a grandparent tell you they must never be naked at all. But don't assume the only purpose of clothes is temperature regulation, or that you don't need to buy any clothes at all for the first few months.