It could be synthetic fur works best, after hundreds of years of scientific process we find that just recreating animal fur, which evolved over millions of years, is best.

Or it could be that someone standing on the desk of a dirigible floating in the clouds of another planet chose to wear gear that harkens back to the explorers of yore, like George Mallory.

Or it could be that it was done on a budget and a explorers coat and MSA Millennium mask are what they went for.

It’s not “some body,” it’s actually the cloud layer of Saturn. And yes, you wouldn’t need a pressure suit at that location, just oxygen mask and cold weather gear because the pressure at that point (400 millibar up to 4-10 bar) is Earth-like! The author of that video was, in fact, intentionally using a fur lined coat/hood/hat to underscore the fact that the pressure is Earth-like at the Saturn cloud layer and the coat is not a pressure suit but just insulation.

So it was intentional and accurate (or, rather, a possibility), not an unscientific mistake.