They had casual clothing back then. But it was not jeans and t-shirts.
Note how every single adult man wore a full suit, complete with vests, neckties and overcoats. As well as hats! Every grown man had on a hat. Well, except for Babe Ruth, who can be seen in the back, moving right to left, starting around the 3:33 mark. But when you are Babe Ruth in 1930, you could get away with not wearing a hat!
There was pretty much no such thing as casual clothing in those days. Women did the housework in dresses and even on weekends, men would still wear suits. I remember my own father as recently as the 1960s, wearing dress slacks and dress shirts on weekends. His only concession was taking off the necktie.