Lena Headey stated that she did not want Cersei to appear nude up until this moment, because it wouldn’t serve the story and in fact would take away from the power of suddenly seeing her stripped down. So Headey was excited to do this scene, and do it the right way. Naked.
Unfortunately, the Church of St. Nicholas has other ideas. That’s the Croatian church that the production uses as the Great Sept of Baelor in the town of Cavtat. According to TMZ, they are none too pleased with the prospect of public displays of sexuality, and so apparently they have not only denied the series access to film in the church but have also pressured the local authorities to deny the production the permits they need to film.
In other words, a Church is using moral outrage over a woman’s sexuality to stop the filming of a scene illustrating the danger of a Church using moral outrage over a woman’s sexuality to punish a woman.