No, it's not wrong. Your also right.....it is natural to be aroused and one shouldn't be embarrassed. If you want to cover yourself up, thats fine, but never be embarrassed. How lucky for you he was an exhibitionist and you got a sauna with some benefits. Were you able to join in with him as...
We had gang showers in elementary school, actually all the grades. I had bright red hair and I remember changing in the locker room in 5th grade and my friends all started to make fun of my bright red pubic hair. There was another guy that had thick black hair and a decent sized cock for his age...