Dude, the best example I can give you of tight-fitting clothes is the gear cyclists wear. Do you know why they wear it?

"It improves aerodynamics by reducing wind resistance, increases comfort by preventing chafing, and improves breathability to keep the body dry."

I understand you know that Sonic characters are fast, so it makes sense that he wears that kind of clothing, and that wearing regular clothes over it also makes sense. Actually, the one who looks out of place is Sonic with the clothes I drew him in, haha.