Allah placed the rules that regulate this life. Among these rules is the steps that regulate the relationships between relatives. Thus, there are Mahrams who are not allowed to marry their female Mahrams as well. Such rules apply only in this life but we know nothing about the hereafter. In front of your Mahrams, you are to dress yourself modestly.
Elaborating on this, Sheikh `Abdul-Majeed Subh, a prominent Azharite scholar, stated:
“As for the issue of Mahrams in the hereafter, we have no idea about that. But we should note that everything in this life will be changed in the hereafter. For example wine and wearing silk are forbidden here but they are not forbidden in the hereafter. The whole issue of the hereafter is in the Hand of Allah and we should leave it as it falls in the Unseen knowledge (Alghaib). The hereafter is another life that we know little about so it is better to leave all these things to Allah.”
As for the issue of dressing, you need to wear the clothes that do not reveal what is beneath even if the person before you is your Mahram. It is better to block all ways of the devil. The mahram could have bad thoughts about one of his Mahram women especially if he is young. Islam encourages us to wear good and modest clothes before all people. The only exception in the husband.