Here's why:
* Comparative adjectives: "Naughty" is an adjective. When comparing two things, you use the comparative form of an adjective, which is usually formed by adding "-er" (e.g., "naughtier") or by using "more" before the adjective (e.g., "more naughty").
* Double comparatives: You can't use both "-er" and "more" at the same time. This is called a "double comparative" and it's incorrect grammar.
Correct ways to say it:
* Naughtier: "This child is naughtier than that one."
* More naughty: "This child is more naughty than that one."