I don't like Klaus, but the costume is not his. It is that particular European universities version of the cap, gown and sash that people wear who are being awarded their Doctorate. At that ceremony, if you look it up, all the other people being awarded are dressed the same way. Yes, it's weird, but it's that universities weirdness, not Klaus's. It was an honorary doctorate they awarded him, he never even attended or studied there. They gave him the costume to wear.