The T-800 and Kyle Reese went back naked because only organic matter can go through the time machine, and the T-800's cybernetic body was protected by an organic exterior.
The T-1000 doesn't have any organic components, but I can accept that maybe his liquid body tricked the time machine into thinking he's organic.
If that's the case though... why did T-1000 go back as a naked man? Since any clothes he wears would be made out of the same liquid metal as the rest of his body, couldn't he have gone back wearing some inconspicuous clothes?
Does the T-1000 just like being naked?