It might simply be eccentricity mixed with power-lust. The dress code to surround themselves with beauty, the strict routines to bend everyone to his will, the aesthetic because it's something different. He might not want to live like a human, but if all the traits he wants his manor to showcase are human-ish, then what's the difference.

Alternatively, he's odd only to the Ringmaster. Back in my world, I visited a faerie ball. It was only for a brief moment, but the outfits I saw there weren't too different from English attire.