JUST FUCKING SAY IT!!! You're talking about Muslim immigrants, and since they apparently insist on headscarves, I seriously fucking doubt that they're going to be offended if you mention that they're not into the whole "being naked in public lifestyle."
"Germany is relying more and more on immigrants to keep the population steady. But many come from countries with strong religious beliefs. They just aren't into [some German nudist association called] FKK." Immigrants who arrive from cultures where headscarves are common will not usually be interested in becoming naturists in Germany, he said.
These are Muslim immigrants, and they are not interested in joining your nudist organization. They like (especially their women) to be fully, fully clothed. Regardless of whether or not you agree or even care, you can point this out, probably even without fear of a Fatwa or anything.
There, was that so hard?