Does Roland have Gray Fullbuster's public stripping habit or something?
Yes, he does. However, he doesn't strip in front of girls. Charlie's Paladins thought to hire a maid for him to watch over him so his clothes stay on, but they knew he would strip as soon as she took her eyes off him, and she wouldn't like what she would return to. So Astolfo, in all his lack of reasoning, volunteered to crossdress around his cousin to trick him into thinking there's a girl around. And as his cousin, wouldn't be freaked out by a bit of nakedness. This was Astolfo's own idea, so it may have just been his plan for how to get approval to wear cute outfits.
