Medieval alien armor certainly makes a lot more sense than thin ballerina tights (that his "aura" somehow just "magically" protects from damage). Or a suit made from indestructible Kryptonian... blankets. Lol
Wearing your wacky alien battle-armour actually makes less sense than adopting an indigneous 'hero' costume, if your goal is acceptance in your adopted land.
Why would someone born in the late 1980s in a universe without Superheroes (or at least without Superman) adopt a costume based on circus outfits from over a hundred years ago?
Where does this 'indigneous' hero outfit come from? You just get into the circular logic that Superman would wear that costume because that is the costume that Superman wore.