In order to figure this part out, you have to remember that Kiki had never been to a beach before. As evidenced by オソノさん needing to explain what happened to the town and gifting her bathing suit to Kiki.
Taking this in mind, the warning Kiki and Jiji hear on the radio goes as follows 「それでは特別警報を繰り返します。本日コリコ地方の海上に、俗に海坊主風と呼ばれている突風がふくおそれがあります。この風はこの季節に突然現れ、大暴れするというので、こんな名前が付いています。海水浴にお出かけの方はくれぐれもご注意願います。」
Just to paraphrase in English: This is a recurring warning. Today at sea in the Koriko area, there’s a chance of strong gusts by the infamous Umibozu winds. These winds were named as such because during this season they suddenly come and violently blow. People who have come out for sea bathing please take special care.
The reason why Kiki believes the warning was mistaken is because when she arrives to the beach, she doesn’t see anyone naked because you get naked when bathing (水浴）. Since she hasn’t idea what she should be seeing her expectations trick her into thinking that everything is on the up and up despite Jiji’s weariness.
So, in essence, your interpretation of 「あんなに人が裸で遊んでるじゃないの」is somewhat correct; it is a statement but also the reason why she feels the weather warning was incorrect. 「ほら、海が見えてきたでしょ。あんなに人が遊んでるじゃないの。天気予報の間違いですよう。」–> See? We can see the beach from here. People aren’t running around playing naked [because they were also bathing in the sea (at some point)], so the weather forecast is mistaken.
That’s how I interpreted it. Hopefully that helps you understand.