The sources mention that one of the things that made some of Alexander's men, especially the old guard, begin to doubt his very Macedonian-ness was his clothing. After gaining the Persian throne, they mention that Alexander adopted an outfit that was a mix of Macedonian and Persian clothing. He adopted the Median tunic and the peaked cap of the Persians but kept the sandals of the Macedonian as well as the diadem. They also specify that he never adopted the pants of the Persians.
Why would what someone wears matter so much, especially to a hard bitten Macedonian soldier? Clothing is one of the most fundamental ways of communicating. What a person chooses to wear is a reflection of things such as their personality, their status, the group to which they belong. It is also a means of non-verbal communication meaning that the literacy level of the people encountered or the language they speak does not matter. It does not matter if they can read your business card. It does not matter that they do not speak the same language as you. Regardless of their native language, most women know that a red sole on a heel means that is a Christian Louboutin. If a man approaches wearing all black with a solid closed white collar, most people know that man is a Catholic priest. A person in jeans with a black tshirt that features a large triangle with a crossbar is undoubtedly Echelon!
Lewis V. Cummings explains in his book Alexander the Great that clothing was very important to the Macedonian aristocracy for one particular reason. He states that the Macedonian king (Philip in this case) wore no emblem to mark his rank. Both the king and his Companion (Hetairoi) wore a purple chlamys (cloak), a tunic, and the wide-brimmed causia (hat). There was little to no distinction between the king and his aristocracy who also enjoyed such rights as freedom of speech before the king. For these veterans especially, suddenly their king, Alexander, set himself apart from them by changing his clothing.
Alexander had a reason for this change which further emphasizes this idea of clothing as non-verbal communication. He chose an outfit that combined the "uniforms" of all the groups within his newly established empire. This was just a part of his overall plan of joining this disparate groups into peaceful new society. No longer would it be "Greek" ruling the "Barbarians" that Aristotle had spoken of so long ago at Mieza, but a new mixed society that would spread across the world. In his men's eyes, Alexander was no longer Macedonian--his new clothes shouted that loudly! Not only did Alexander's clothing change, but those who favored his pro-mixed policies like Hephaestion also adopted changes. Suddenly, these veterans found their was a new distance between their king and his inner circle and themselves. Their very status, their very identity, was being threatened by this new look. Their king, to their eyes, was no longer Macedonian.