It could also be that Yugiri's need for a disguise is related to the fate of many of the Xaela who first ventured to Eorzea a decade or so ago in Sidurgu's tale. The Xaela are the more nomadic of the two and may have traveled as far as Ilsabard at one point based on Odin lore. It's possible that a group or tribe ventured through the north into Eorzea before being slaughtered by the Ishgardians. Word of what transpired later would make it back to Othard and the Raen found primarily in the Doma region. When these Domans later become refugees, the tale of how Au Ra were treated in "Eorzea" may have informed Yugiri's decision to remain hidden. That would be my theory at least.
