
Well, the coliseum set is the exception, as has been pointed out by the devs lore team. Most people would not be explicitly expected to wear the coliseum sets to battle unless they were, in-fact, fighting in the arenas.
Personally, it would depend on the particular character. Kinono's spent a lot of time with miqo'te tribes, and around the dancers of Ul'dah besides, so she probably wouldn't find it odd at all. If the character was raised in or primarily lives a setting where it makes sense for them to more covered, then they would very well be taken aback by the lack of clothes. There's always current context to consider as well! I'd wager modesty is more common in Gridania or Coerthas than it is in Limsa or Ul'dah, for example. The heat of thanalan would make less clothes much more likely than someone running around in a subligar outside of Camp Dragonhead.
Personally, it would depend on the particular character. Kinono's spent a lot of time with miqo'te tribes, and around the dancers of Ul'dah besides, so she probably wouldn't find it odd at all. If the character was raised in or primarily lives a setting where it makes sense for them to more covered, then they would very well be taken aback by the lack of clothes. There's always current context to consider as well! I'd wager modesty is more common in Gridania or Coerthas than it is in Limsa or Ul'dah, for example. The heat of thanalan would make less clothes much more likely than someone running around in a subligar outside of Camp Dragonhead.