If Rey were to voice those thoughts, Kylo would entirely disagree. Whatever Rey likes and looks good suits her, as far as he's concerned, whether it's flashy or dull.

"Is it absolutely necessary for you to be anonymous?" he asks, an incredulous tilt to his head. "Why is it important for people not to notice you?"

Perhaps it was necessary back on Jakku, and he would have no problem accepting that. But in Verens, there are so many absurd looking people even among the natives that one shiny looking cloak will hardly make that much of an impression, and even if it does, it's not like that would be a bad thing.