Naoto didn't put a damn camera or something knowing she was going to kidnapped?
Maybe because, despite everything else, she's still just a kid
This. It's not like she is rolling in cash. It is already evident that MC pretty much gets all the money and items from dungeons, since everyone else had to save up for scooters and Yosuke is always talking about his credit card bill.
she said it herself that she basically ended up getting too scared to do anything. but yeah since she knew she might get kidnapped you would think she would have set up a trap or have something prepared instead of just letting herself be nabbed like an idiot.
So she was smart enough to set up the whole thing but not to do the most obvious things?
People do things like that all the time, dude. Haven't you ever gotten stuck on a problem and then kicked yourself, because you realize that the obvious answer was right there and you didn't get it? Smart people are just as prone to that happening as stupid people, if not even more so. Especially in incredibly tense situations- your brain starts to freak out and you rush to get everything done, which makes it much more likely that you're going to miss things.
Also, Naoto's problem seems to be that she thinks in complexities, and often doesn't really consider the incredibly obvious solutions; see the whole thing with invisible ink.