I don't mean this to disparage Gulool Ja as a character, but he's a blank slate right now, and his outfit reflects that. He's going to get his outfit change when he knows who he wants to be.

I think after we've dealt with Preservation, Gulool Ja is going to relinquish his authority back to Sphene, and continue working with Oblivion where he can be the most helpful, and get some comfy streetwear. I think that's were his heart is.