Near had recovered enough --just enough-- to not be openly affected by Mello's remarks. ...Well, not much, anyway. He barely blushed, and kept his attention firmly on the dice castle in front of him, not wanting to actually be watching if Mello decided to call his bluff and disrobe (although he might peek a little).
"If you want to strut about in the nude, Mello, that's your business... although you might be rather cold," he added, which may have been just a remark or may have been an insult, depending on how you looked at it.