It's freezing cold. He's also sick of all those leftist whiners claiming everyone stood around and allowed it to happen. So, he dressed up as one of the ones who liberated the place, instead of like one of the ones who enabled it.
I have one of those Extreme Cold Weather parkas in my closet from the AF. Just like Dick's. It's very snuggily warm. Pull the hood around your head and snug it up. You can trudge around forever and feel like you're still in bed:)