Kuja rejects his background. So dressing like he does is sort of a way of making himself different and unusual. Kuja - as I am sure we have all gathered by now - my favourite villan and that scene in Terra is quite moving the way he finds out he is going to die.
OOC: Spoiler tags are done like this:
[spoiler*] Blah [/spoiler*] without the * to give you:
(SPOILER) Blah
