Grave goods have never gone away. How many people are buried in their favourite suit or dress, with special jewellery, watches, keepsakes, etc? You are correct that Christianity teaches that nothing will be needed in the afterlife, so there is no need to bury people with items or sacrificed animals and people who are meant to accompany the dead in some semi-physical sense. But Christians have never stopped burying people with some form of grave good.

In the early medieval period, in addition to clothing, people might be buried with objects associated with a pilgrimage they had conducted. On the Isle of May in Scotland, for example, an early medieval Christian burial was found where a man had a scallop shell in his mouth, associated with the pilgrimage to Santiago de Compostela. Jewellery is frequently found in Christian burials from medieval Europe, and the same would be true today if we went in digging up modern graveyards in order to "excavate" them as archaeology.

Christianity doesn't require that we bury people in clothing. Indeed, there are some religious traditions where bodies are left to the elements (e.g. charnel grounds) to be eaten by birds, so the body is usually left naked in order to make it easier for vultures to eat it. So the choice to bury people in clothing is exactly that -- a choice. In Christian theological teachings, the Resurrection of the Body will happen no matter what the person was buried with, including clothing. Medieval theologians such as Thomas Aquinas wrote that the body didn't even have to be intact to be successfully resurrected, let alone clothed.

So why do we bury people with grave goods to this day, even in cultures where the influence of Christianity has rendered it theologically unnecessary? An anthropologist of the modern West would be better equipped to answer this in detail. But on the basic level, we can speculate a few things. The tradition of having an open-casket wake means that it might be considered disrespectful to the deceased to display them in the nude. Clothing are also used to tell us something about the identity of both the deceased and the community of mourners. There can be a motivation to display the person "at their best" the last time anyone will see them. There is also the same motivation which underlies grave goods: These items were important to a person in life, so their will stipulates, or their community of mourners feels it necessary, that they take them with them to the grave.