From the beginning The final concept of VII, Cloud Strife wears a blanket as part of a rescue mission. Back in 2015, Plato Enix's Tetsuya Nomura he said
The original Honey Bee Inn looks like it was based on soaps, bathrooms in Japan, and romantic hotels, where couples go to have sex. At the moment, there seems to be a cabaret influence as well.
As you can see in the trailer, this seems to remind us of what happened with the incident, with lines like, "True beauty is the manifestation of the heart, the shameless thing where sexual fantasies do not work."
Unsurprisingly, Cloud can take off the apparel and pigtails by not working as a band, strips of skin and that shoulder pad thingy.