"I hope you don't mind too much, inspector, but I'm much more comfortable with fewer clothes on in my home. In fact, it's become my habit to wear only a bit of lingerie, or no clothes at all!"
"You see, my former husband considered me to be a goddess and treated me as one, and now it's so ingrained that I find it hard to be any other way, especially around a man!"
You tell her that you are sorry, but as much as you enjoy seeing her, this is highly unusual and could be considered to be an attempt to compromise your investigation.