No. (If the alternative is sleeping together clothed in the same configuration, from a everybody-at-nominal-temperature starting point)
Your thermal insulation is as good as the sum of it's parts - therefore, if you discard any layers (your clothing), the remaining layers (the sleeping bag) will be less effective than the combination of clothing and sleeping bag was.
If one of the participants has insufficient heat production for the given temperature gradient to the outside the other participants would have to come up with the remainder of the heat. Given that the delta is big, and the heatflow restricted by the double insulation of both participant's clothing between them, there might exist a case where it is actually helpful (thermally) to be naked together inside the sleeping bag.
There is a lot of dynamics going on with human thermoregulation, so if any of the participants feels cold, having the heatflow from another participant might jump-start their own heat production, leading to a more pleasant experience, just like a hot-water bottle does.
My guess is that this claim was extrapolated from the recommended emergency measures for hypothermia, where the goal is to source as much heat as possible from the other participant(s), making it expedient to remove any thermal insulation between them.