Ok, I noticed something.

Everybody, or something close to that, can agree that the 'skirt' in the unit preview is a bit odd. Now I have found an explaination.
Notice that all the knight have it, and with the guys that have a full coat (back and front) it seems logical. The belt just holds on to the coat that falls far down.

But the changes within the unit are apparently only possible to the head and torso (arms perhaps). Thus the skirt remains for those that should really not have one.