One, thats fur not iron and two its because the forsworn are tribals and the temperature near hammerfell is supposedly warmer then the rest of skyrim, plus the Forsworn are suppose to look like savages, you don't look like a savage by wearing clothes that cover your entire body.
i live in warm--->hot country and i don't wear bikini...in fact exposing our skin to the sun is bad for skin health, we can get sun burn and skin cancer. The warmer the country is more cloth they wear. Look at Arabs and middle easterners, and India, even the men cover the whole body, it is because of the heat. Clothes cover the skin from UV and direct heat exposure.
But i agree with you less clothes make someone look savage