One should not think of the NSFW tag as a comment on morality, puritanism or anything else. It is simply a common part of netiquette which developed as a courtesy.
"Hey, there is some stuff in this link such as nudity, questionable content, etc which may be an issue for you if you are at work, sitting in public or somewhere else potentially sensitive. Just a heads up!"
All it is meant to do is let you know. Some people work in schools, libraries or other places where this isn't OK. Not to mention that while many of us don't have any issues with nudity, myself included, we might not want to browse it at work.
Get over the whole "Oh my god $XYZ is so full of prudes, in my country this is totally OK" and appreciate the fact that it's considered polite.