Have you tightened up the default wordpress settings?
This is a MINIMAL security set :
- good and secure passwords
- rename the admin user
- change the table prefix from wp_ to something like wp2632361_
- check security permissions on main directories, check user groups
- update the WP as often as possible
- tighten upload security, if people can upload anything other than JPG, GIF
- add .htaccess to wp-content , wp-admin/uploads , possibly to specific plugins
- add .htaccess to wp-admin, double password check is pain in the ass, but if you are unsure about security it helps
Default WP installs are NOT secure, and running such blog is always a risk. There are tons of scripts out there that search for blog vulnerabilities and you don't have to be a genius to run one.
I doubt ANY hosting company will be checking default install of WP in shared environment for security holes. I'm not a Naked hosting customer, but my guess this is happening to you because of non-secure Wordpress setup, so it's not necessarily fault of the hosting.