[lelio]

when they feel guilt about their action they will cover someone up so as they won't be humiliated or ashamed.

I think he was wearing the orange jumpsuit over his regular clothing and the killers just took it off before they dumped his body. As for why, perhaps they didn't want their fingerprints to be found. Or maybe carting around a body in a bright orange suit would attract attention.

[olde north church]

Why would they care about leaving fingerprints? They are terrorists, they are going to take credit for their "deed".