Exercising the right to wear arms
You see, if you would read the lore you would know this is practical battle attire.
With additional commentary by Paisley Rae:
she’s gonna get a front wedgie the second she has to lunge for a thrust. - with love, someone who fenced for many years
Is this like an Achilles heel situation? Is she invincible everywhere but her arms? That or she was at the beach and wanted to avoid overtanning her arms... it would explain her bathing suit.
(Screenshot from Granblue Fantasy)