You don't have to be a superhero to wear a cape you know, the Spartans wore capes and look how badass they were
It's certainly true that Superman did not invent the concept of a cape. And just because there are capes doesn't mean you have to wear them, if you don't like the look of a cape on your character, you can simply not wear it.
But regardless, if it's fan art and not concept art, then I think that renders it irrelevent to whether caps are in the game or not (A question whose answer right now is "I don't know.") because fan art is just that, artwork inspired by the game created by fans, it does not tell us what the game is actually like, and the artist may incorporate things that aren't actually in the game, so the picture does not really tell us anything.
In the pic of Shrine of Talos (in the oficial website) he use cape too... But its all in the concept arts... I think it should had some screenshot released of somebody using a cape if they were really in the game... But do you guys have some hope on that? =D
We've seen an in game screenshot of the shrine and it has a cape, but that's irrelevent, because it's just a statue, and statues might be depicted with clothing you can't wear in the actual game. So yes, we have nothing to indicate the presence of capes, and based on that absence, my assumption is they're not in.