This scene is after Rarity asked Luna to remove her regalia so she could get her measurements. Naturally she feels uncomfortable due to not usually being this exposed.
Rarity is torn between closing the door to ensure client privacy and leaving the door open so it is clear that there is no unethical business happening.
Rarity happens upon a centuries old painting of Princess Luna in the Sisters’ old castle in which she was wearing a “gorgeous” gown. Upon hearing Celestia mention how the gown was one of her little sister’s favorites, Rarity extends an offer to recreate it for her.
That would make an excellent episode.
Not naked enough though.