Designing superhero costumes is an acquired skill, and not one that allows for many extraneous elements. As Edna Mode said in The Incredibles, “No capes!” For that reason, costumes in the Marvel Cinematic Universe may be cool to look at, but they’re usually skintight and don’t allow a lot of impractical style to shine through.
However, there’s one big exception: Loki. Loki’s horned brass helmet is big, imposing, and has appeared multiple times through different eras and different variants. Now, it’s coming back in a big way — and may inform his appearance in the movie itself.