(v 1.6) After the quest Next to Godliness, hans capone walks around in nothing but his underclothes. I DID NOT stole his clothes from the chest, the only thing I took was the key to the cellar. I read that other people where having the same problem a couple months ago and I wanted to know if the devs are working on a fix for this.
P.D. I noticed that the morning after the fight with Arse-'n-Balls Capone was walking from the caste to the bathhouse, maybe to retrieve his clothes? I intercepted him on his way there to finish the quests though. Anyway, I thing that this should be fixed and his clothes should re-spawn after a couple days to avoid this.
UPDATE (7/11/2018). After several in-game weeks, and after completing a couple of main quests (Poverty, Chastity and Obedience; A Needle in a Haystack) Capone is wearing his clothes again!