For the same reason I will always carry at least two fully loaded weapons at all times. My pet monster will be kept in a secure cage from which it cannot escape and into which I could not accidentally stumble. All bumbling conjurers, clumsy squires, no-talent bards, and cowardly thieves in the land will be preemptively put to death. My foes will surely give up and abandon their quest if they have no source of comic relief. Good messengers are hard to come by.
Morale is better with a more casual dress-code.
Similarly, outfits made entirely from black leather will be reserved for formal occasions. It never helps. In the old days they made you look diabolic. If they are important prisoners, I will keep the only key to the cell door on my person instead of handing out copies to every bottom-rung guard in the prison. After all, he's my trusted lieutenant.