So this has been bugging me for a while now, but I couldn’t quite put my finger on it. But Genji’s model ingame is not him not wearing clothes. He’s wearing full body armour.
Case in point:
This is Genji pre-enlightenment, wearing blessedly sleeveless civilian clothes (or at least Overwatch’s version of it) Note the arms.
This is Genji now. Again, note the arms.
Conclusion: Genji is not naked, he’s in fact covered up more than on the picture of that celebration. Which makes sense since the skins are supposed to be what the characters wear in a combat situation. I doubt Hanzo walks around all the time with his tit out.
Presumably underneath the armour is a hell of a lot of tech hidden, together with his (semi?) organic skin that looks from the picture like bare muscles. Maybe synthetic tissue that could be more or less sensitive to touch.