I assume you might be speaking of illustrations common to the Watchtower and what comes to mind when thinking of famous religious paintings, such as Michaelangelo's work which adorns the ceiling of the Sistine Chapel and other Medieval and Renaissance depictions of angels and the Divine, etc.
There are two particular reasons for this: 1.) Judaism doesn't depict it's mythology and divine symbols, and thus 2.) what you are looking at, for the most part, has to do with Imperial Rome and its sensitivities (or, to be honest, the lack thereof when it comes to the practice of crucifixion and the art of Michaelangelo),
First, Judaism, even in its illuminated manuscripts, did not depict human forms--at least not ancient works. If you look at old Medieval illuminated works, such as very old Passover Haggadahs with Jewish illustrations, the anthropomorphic forms are actually animals with bird-like heads and odd fashions that do not necessarily represent common Jewish clothing. So fearful were Jews of breaking the commandment of creating idols that they did not even create human forms in religious settings.
As for Christians, from the earliest times this Jewish sensitivity, especially in connection with the crucifixion of Jesus (as well as creating any illustration of him), sort of followed. We do, however, see many depictions of "types" or "anti-types" that represent Jesus from the Old Testament (i.e., Jonah and the Whale meant "Jesus," for example, and thus Christians would depict this instead, or a young shepherd carrying a sheep in his arms or over his shoulders, etc.). What has this to do with clothing?
The Crucifixion and Loin Cloths
Despite the rejection of the historical, archeological, and religious evidence, there is another line of support that Jesus of Nazareth died on a cross that the Watchtower doesn't tell its followers about: art. Today it is common to see crucifixes with the corpus (crucified body) of Jesus wearing a loin cloth, whether it is a painting or sculpted form.
However, Jesus did not wear a loin cloth when he was put to death. In fact, not only does the Biblical account make a big fuss about the "big fuss" that the Roman soldiers had over the unique underwear Jesus wore for being a supposedly poor rabbi (John 19:23-24), it was part of what made crucifixion so much worse than the average hanging or impaling. People were hung nude on the side of well-traveled roads, often those walked upon into the main city area so that everybody could see those hanging. Above their heads was a sign that advertised their crime. The victim died slowly of asphixiation over several days and had to urinate and dedicate upon themselves for all to see. It was very shameful.
One of the very first depictions of Jesus on the cross was created not by a Christian but by a Pagan making fun of Christianity and Jesus. Scratched onto a rock surface, the Alexemenos Graffito depicts Jesus in the nude.
Eventually, once Christians felt comfortable enough to depict Jesus in their own art they employed their own tropes to do so, but never as Jesus crucified. First, around the 3rd and 4th century CE, Jesus was depicted as Emperor in royal Roman clothing. Next, there were images where Jesus was depicted with the tropes of Zeus (meaning he had replaced that god or conquered him). Sometimes he was depicted as the "new" Samson of the Old Testament, using powerful muscles to tear down the temples of the false gods! But his clothing reflected the robes of a conquering Pagan god or hero.
When the time came that the crucifixion could finally be depicted by Christians, they themselves placed the loin cloth on Jesus, even though such an invention did not actually exist at the time. The reason? By then Christianity was now the religion of the State, and the sensitivities of the Roman people were that divinities did not depict the divine uncovered in such a state. What we are looking at is an Imperalist invention known as "The Drape."
It was still recognized (to this day) that this is just an artistic device for modesty's sake. Roman Catholicism reminds people during Lent in its liturgy that Jesus Christ was totally naked during his crucifixion, stripped entirely nude, and that this even has a theological connection to his being the Last Adam of 1 Cor 15:45:
Clothing gives a man his social position; it gives him his place in society, it makes him someone. His public stripping means that Jesus is no longer anything at all, he is simply an outcast, despised by all alike. The moment of the stripping reminds us of the expulsion from Paradise: God’s splendour has fallen away from man, who now stands naked and exposed, unclad and ashamed. And so Jesus once more takes on the condition of fallen man.
If you notice in many religious paintings and statues, the more divine in Christianity someone is, the more clothed they are. In Michelangelo's The Creation of Adam, God is clothed, but practically no one else is.
Codes
Clothing generally carries specific color codes in Christian art as well.
When Jesus wears white as opposed to red and blue in a painting, it means something. White represents being holy, whereas red represents the blood of Christ. Blue represents the Divine nature of Jesus and purple his kingship. Depending on the theme of the painting or statue, etc., the colors of the clothing are selected or left out. Often they are opposed to the others in the action in scene.
Mary also has colors used for her as well, with blue often used to represent her virginity. She wears black during scenes of the Passion and Red is often used for the Assumption. (Black is used to a powerful effect for Mary in the film The Passion of the Christ.)
The Apostle Paul is associated with red-colored garments that lean to favor rust.
And on and on and on...
Approved Visions
While I am not the authority, nor am I encouraging it here by mentioning this (and even the Roman Catholic Church does not state that people must believe such things), the Church has rarely stated that a handful of events have their nod of "approval"--meaning that in modern times some people who have claimed to be visited by Jesus or one of the saints might have indeed had some type of supernatural experience (according to the Holy See).
I mention this in line with our "clothing" discussion, because some of these "approved" visionaries discussed, of all things, the clothing of those that "visited" them.
One of the most famous (and curious) is the case of St. Bernadette Soubirous of Lourdes, France who, in 1858, claimed she was visited by "a lady" that only she could see in what was once a hazadous waste dump in a grotto but now the site of a famous spring. While Bernadette at the time did not know that her various visits were that of the Virigin Mary (at 14 the girl had a good memory, but due to a previous illness was not able to get a very formal education for her age) or why others could not see or hear what she was witnessing, she did describe the "lady" in a precise manner repeatedly.
From 11 February to 16 July 1858, she reported 18 visits of the "lady" as wearing a white veil, a blue girdle, with a golden rose on each foot, and holding a rosary of pearls.--from the Lourdes Apparitions, Wikipedia & The Song of Bernadette by Franz Werfel.
Whatever you think of visions or the supernatural, I always thought this was a peculiar amount of detail from a teenage girl.
