Anthros wearing clothes is fine. Furries wearing clothes is fine as well. If the artist/fursuit wearer doesn't want any clothes on their anthros/fursonas, it's the same deal. It's all up to the artist and how they envision their creation.
Personally, I originally drew Nazieri with clothes on. He had a hoodie vest and long shorts but because I plan on getting a fursuit in the future, I wanted his diamond markings to show, so I left everything out except the punk bracelets.