As Stephie aptly noted, this is highly related to culture. My take on this, though, is a bit different from the above answers.
As your child grows a bit older, around late 3 to 4, she will begin to develop a concept of personal space. The concept comes, largely, from seeing how other people around her act. It's a learned concept, but (particularly in countries like the USA, with strong personal space limits) a very common one that she will learn from all of the adults and older children around her. It's a very important concept to teach, as part of social behavior.
As part of learning about personal space, it's important to help her by showing her, yourself, how to behave with others in relation to their, and your, personal space. She's going to learn from your example, and she also needs to learn the different rules that apply with different people. It's not necessarily obvious to a child why it's okay to undress with mommy in her bedroom at night, but not at the playground in the middle of the sandbox.
It's also important to teach about personal space from the point of view of respecting others' personal space. We've all had our preschooler get right in our face when he/she wants our attention, right? That is something that is learned, as well: where are the boundaries that she needs to respect. You teach her these, in part, both by respecting her personal space as she asks you to, and by asking her to respect your space.
Part of this, then, is having conversations with her about what situations are different and why. Part, also, is exhibiting them yourself, and being consistent - showing her the rules apply equally.
Finally, I will add that I'm not mentioning an age here to stop by - or even, that you need to specifically stop changing clothes in front of her - by design. The point of all of this is to teach her how to act in society; as such, which society you're in makes a huge difference. It's certainly possible to teach all of the above without actually stopping changing clothes together. I suspect it's slightly harder, simply because that is one of the easiest and most common situations to use to teach her. But I don't think it's necessary: many parents change with their children until the children ask them to stop, which is very common around puberty.
As far as the abuse angle mentioned in comments: while again I don't think it's linked directly, making sure your child understands about personal space is a good tool to give her to protect her. She should understand that it's not appropriate for someone else to touch her private area, nor to touch another person's, and that taking her clothes off is also something that is not appropriate in public or with a stranger. That can certainly be taught without changing your changing routine, but again it also may be easier for some people to have a consistent rule of "don't be naked around anyone else" rather than "... except Mommy and Daddy". Consistency is important here more so than the specific rule.