He really should "wake up" as soon as possible, before Naho manages to embarrass herself even more. In fact he should have got up when she was in the bath and joined her.
ROLL OVER, then fake waking up and being groggy and all that - that gives her a chance to panic and then reassemble herself while he's not watching.
Though it does mean he'd miss out on getting to see her panicked response . . . but that's fine - he's not there to enjoy her "miracle level klutz", that's just us.