Maybe it's more related how he'll have to be playing several games at once - with the Frost Giants, the future, Nightmare, and so on or that he'll be playing one big game with all of them to achieve his end goals. Not sure.
I like it when the characters are in other clothing than their "normal" outfits. It brings them into the everyday fold of life more while still being themselves. I liked that about the MCU movies too. their "hero/villain" clothes were more about their job outfit, and when they wore civilian clothing they were just everyday people. Even Loki, in Thor and Avengers had great looks in those. In some ways it made him more intense.