i'm dressed up in a white costume
Lanz's coat is, quite frankly, ridiculous.
Then again, everything about Lanz is ridiculous. There's his enormous shieldblade, and his enormous arms, and his enormous attitude, and his microscopic brain...inside his enormous head, which has no right to be that big.
(Zeon's miniature wings are irrelevant to this discussion. Irrelevant, I say!)
Lanz is a ridiculous, larger-than-life person, and Zeon, with his shortsword and shield, trim-pauldroned armor, and overall demure personality, cannot believe he's fallen for such an enormous oaf.
But his ridiculous coat is comfortable, and does smell of a familiar musky, icy, electric oil.
So Zeon'll take it.