Come on, this is not his house, and Lev and Zoya seems to be their friends/family, if she want to see them, she have to come in their house, being shy/modest and being watched talking with their friends (not a big deal) it's not incompatible.
She don't want to show his body, so she is shy/modest, or this boyfriend has warned her to not showing his body too much, simply as that.
In France the word is "pudique", it's when you don't like to show your body to anyone.