Speaking personally, I feel a profound sense of relief and freedom when I get my clothes off.
It's not just the confining nature of clothes. Since I fully realised I was a naturist (about 2007), I have become aware of the difference in one's psyche when naked as clothed. Although prolonged periods of being nude bring on a feeling of the ordinary, like this is not special it's just unnoticeably normal, nevertheless the joys of nudity suddenly re-establish themselves as soon as you have to put clothes back on (with the regret at getting dressed!) and when removing the burden of garments.
When out naked in nature, in woods, by water or stone, which is a rare treat for me these days, the joy of that is palpable and one feels refreshed and calm, happy and satisfied afterwards.
So yes, being naked in nature has a strong effect on my feeling of well being at the time, so I suppose that generally affects mental well being positively.
I can't say, however that any general life changes have occurred since discovering naturism, it hasn't cured me of depression or anything (which I don't have as far as I am aware!) nor changed my general attitude to things.
However, I think the reverse is true - that if you have the right approaches and states of mind to start with, along with a questioning and liberal outlook, this facilitates leading to things such as the discovery of naturism and the appreciation of its effects. The right mindset leads one to approach new ideas, stimuli etc without prejudices or prejudgements which cloud the ability to take in new stimuli and gain from that.
Does that make sense to people?
John