Nudity dlc is region specific. First go to Manage Games and Apps on your Xbox and see if the regional dlc is listed. If it is, make sure it’s installed. Then load up Conan to the title screen, select server settings, then nudity level and wait a few seconds for your desired level to populate. However, if you don’t see that the regional dlc is visible in Manage Games and Apps, it’s because it’s unavailable for your region or Xbox account level