He could be wearing some kind of uniform that represents him as the skilled mercenary that he was before becoming cinder. Along with attachments that make sense according to his moveset:
Inferno - Fire comes from weapons attached to his arms.
Fire Flash - Fire comes out of flame boosters attached to his legs.
Trailblazer - The flames from both his arm and leg attachments merge, surrounding his body with a fiery shield.
Pyro Bombs - These could be replaced with sticky grenades or some kind of explosive that can stick.
