I always thought they took the clothes they had showed up at NCRCF with and went crazy with their new guns, deciding to take over Primm.
You mean the clothes they were wearing when they were arrested? These guys weren't jailed in the Mojave though. They're NCR criminals who were transferred here as part of a work release program.
But if they'd be released into the Mojave, it make sense their property would move with them. I never thought of that. I mean, I could get them ditching the disguises to lay low, but they're looting and burning a town! My only explanation was that these were the fashionable criminals and their first order of business was stealing new clothes. Prison blue (something else I don't get. Blue for convicts?) just isn't fabulous enough I suppose.