God that fucking image of Velvet in the OP really fucking riles me up, these people have no sense of context or stylization in designs. Why Velvet Crowe is dressed like she is a legitimately addressed plot point.
Velvet is a Daemon in this game, a literal inhuman monster. She doesn't get cold. Temperature and environment don't bother me. Additionally her design is meant to emphasize her fighting style, which is light, fast, and extremely mobile. Her clothing isn't just torn up because its put together from scraps of different clothes, but its a visual cue that Velvet is a savage fighter who has this massive fucking demon arm, so her clothing being torn and messed up is totally representative. She also doesn't care about things like how she looks, its all utilitarian for her. These clothes are -good enough-. This is a character that is single mindedly pursuing revenge for most of the story, suicidally so. She sets half of a town on fire because its goddamn convenient for her. Her design is meant to evoke a pirate, because for much of the story the party is working with pirates on a pirate ship. A ripped up, thrown together outfit, with very -light- armor (not a massive fucking breastplate) is a pirate styling because in ship to ship combat, if you're wearing a massive chunk of metal, you'll sink and drown when thrown overboard. A major thematic in the story is also Chaos and Freedom vs Order and control and discipline. Velvet represents chaos and freedom, her having a heavier, conservative outfit is in direct opposition to that.
From here, I'm going to display two other major female characters in the game, who start the game opposed to Velvet, as members of the exorcists.
The first, Eleanor, is a character that changes sides during the game
Notice how conservative her outfit is, in comparison, and then see Teresa
Look at how conservative HER outfit is.
Its almost like thematics and character design are linked, and conservative vs skimpy is literally being used as a character design element to communicate things to you about character's ideals and their place in the story. Its meant to tell you something about them. Making Velvet wear a much more conservative outfit would literally undermine all the character design.
Here's one more, I'm not even going to describe anything about them. I'll let you see it and draw your own conclusions which side the character is on, what their design represents about them, what your immediate expectations of the character are just based on that design.