Oh my, I probably would have taken all the clothes off, turned on the shower and walked out with a towel on. I guess if there was no shower, or towel, I would have said, "Honey, can you grab me a towel and have you seen my new pack of razor blades? They gotta be here somewhere!" Stashed the clothes somewhere and gone back later.
You handled it nicely.
I've worried about this problem as I'm not out to my landlord and she will sometimes knock on my door.. AND NOT STOP UNTIL I ANSWER! Hasn't happened yet while I am dressed with make-up, but I figure I'll just run and turn on the shower.