Srila Visvanatha Cakravarti Thakura explains this verse as follows:

"The gopis were from most respectable families, and they might have argued with Krishna: 'Why don't You simply leave our clothes on the bank of the river and go away?'

"Krishna might have replied, 'But there are so many of you that some of the girls might take clothes belonging to another.'

"The gopis would reply, 'We are honest and never steal anything. We never touch another's property.'

"Then Krishna would say, 'If that's true, then simply come and get your clothes. What is the difficulty?'

"When the gopis saw Krishna's determination, they were filled with loving ecstasy. Although embarrassed, they were overjoyed to receive such attention from Krishna. He was joking with them as if they were His wives or girlfriends, and the gopis' only desire was to achieve such a relationship with Him. At the same time, they were embarrassed to be seen naked by Him. But still they could not help laughing at His joking words and even began to joke among themselves, one gopi urging another, 'Go ahead, you go first, and let us see if Krishna plays any tricks on you. Then we will go later.' "