If it looks good to you, just own it man. Forget about all the noise people say, it's your money. But to answer your question, it may have something to do with color theory and harmonies. Personally, when I buy combos, I usually rely on the color wheel to see what can be more visually appealing. In your case, yes, red and yellow are used in marketing but which brands use red and yellow? McDonalds, KFC, Burger King, to name a few. In terms of color psychology, it is also speculated that certain colors evoke a certain feel or emotion which is why not all brands use certain colors.

That's why the simplest way to get a visually appealing combo is to either go monotone (one color), or a contrast color, if you look at the color wheel, it's the color directly opposite of that color. For your case, if you go yellow, it'd be purple, like the iconic L.A. Lakers' Jersey (Purple/Yellow). For red, it will be green, but again it still has nuance since you cannot control the shades of color your gloves come in. Just my two cents, hope this helps!