Maybe he doesn't have anything else to wear. Not everyone's lucky enough to wind up here with all their amenities from back home.

[But that's not really the important part, here.] He doesn't have to tell you anything about why he's here or what he's doing, Rorschach. He was on his way to visit Tosh. His boss. He wasn't planning anything. You just beat the hell out of someone for no reason.