This is a question that touches on an inconsistency that has actually shifted over time.
For a period, Penthouse moved away from explicit nudity in its print edition, which is why it cleared the mailroom at facilities that ban pornographic material. Inmates could receive it because it no longer technically qualified as pornographic under the standards most facilities apply. That era has ended and Penthouse has returned to explicit content, which means it is now subject to the same restrictions as other adult publications at most correctional facilities.
The broader policy on nude photos sent from outside comes down to how facilities categorize and control incoming material. Commercially published magazines go through a publisher or distributor that facilities can vet and approve on a blanket basis. Individual photos arriving through the mail are harder to control and categorize. Facilities ban explicit personal photos partly because of the content itself and partly because personal photographs have been used to introduce contraband, with images treated with substances or used to conceal other items.
The line most facilities draw is the same one InmateAid applies when sending photos. Lingerie and tastefully suggestive images are generally accepted. Exposed private parts or anything explicitly sexual gets rejected in the mailroom. That standard applies whether the photo comes through InmateAid or direct mail.
Staying on the right side of that line means your photos actually reach your inmate rather than getting confiscated at the door.