Well, heaven forbid that characters should actually change their clothes, based on what activity they're involved in. Being a cat burglar is only one of the things that Catwoman sometimes does. When she's running a whole criminal empire or going out on dates with the Batman, she needs to dress for the occasion.

Talia seems to have the luxury of dressing up or dressing down and no one complains.

It's interesting how many classic villains wore a combo of green and purple. I have some theories why that ended up being the colours of choice for costumed crooks, but Catwoman was in good company.