They say that he was wearing it so people would mistake him as Ed to make it easier to conduct his research. The only problem i see with that is the fact that Al lost his memory at the end of the show, so i don't see how he could be trying to impersonate him. He dresses in that get up the whole movie though.
I guess it is a little hard to tell if you haven't seen the movie, eh? They're brothers, so they're supposed to look a little alike. Wearing the same clothes may have been taking it a bit over board though.
I haven't seen any of them. I remember starting to watch one, where there was a fight at the start and there was a war going on outside or something. I didn't watch much of it though.