Because she is a witch. There's a lore that says witch maintaining her magical power by avoiding anything that touch her body (yes, including clothes).
From developer commentary (taken from SEGA NETWORKSの全て - 2013.12.9)
(Image courtesy of an anonymous Chain Chronicle Japanese Wiki user No.76956554)
ファティマは魔女という存在の象徴として用意しています。
そのため、女性の魔法使いはたくさんいても、魔女という称号を持っているのは彼女だけなんです。
それから魔女というのは、生まれたままの姿から体を一切いじらないことで魔力を保つという話がありまして。
そんな話をしていたら、HACCANさんから全裸のラフが来たんです。
服を着ているものもあったのですが、魔女のバックボーンを生かす究極だなと思ったので、この姿に決定しちゃいました。
I prepared Fatima as a symbol of witch's existential.
For that reason, even though there are many female magic users, Fatima is the only one bearing a title of 'witch'.
After that, regarding the witch itself, there's a story about them maintaining their magical power by avoiding anything that touch their body.
With that background, there's a rough draft of her naked coming from HACCAN (the artist).
There's also one with clothes on, but since I needed to specially make use of witch's backbone(?), I decided to use this (naked) one.
(Translated by myself, feel free to improve it)
Reference: Golden Witch Fatima - Chain Chronicle Japanese Wiki