>>715799707
Almost certainly to avoid dealing with dress physics, but it serves the dual purpose of setting the world of Dishonored apart from our own.
In this reality the association of women not wearing trousers and them being a primarily male piece of clothing either never existed or was left behind much earlier in their history.

Given all the other elements of the world which twist the perception of normal it actually adds to the level of immersion, at least for me.