I think the most important thing is the comfort of your family. I shower with my kids sometimes but, they're girls. They don't shower with my husband because it's not something he or they (or me) would be comfortable with.
You have to decide what works for you. Honestly, though, if I were uncomfortable with it and my husband did it anyway, that would not be ok with me.
So, if this is something your husband isn't comfortable with then, I personally, don't think I would do it.
That being said, I don't think a thing about him changing in front of them. They come in and out of our room and there have been times they've been in there and DH gets out of the shower and is obviously naked. This isn't a big deal in our family. And, my kids know that if they're in our bedroom and they don't want to see daddy naked then they better get out.