What's inappropriate about the behavior here, I wonder? The interviewer got exactly what they asked for, and an awful lot more signal than they probably were expecting.
I used to work at a big bank, and would just wear nice dress shirt/dress pants. Whenever I saw a "vest" guy I would think 1) you guys really all look the same, and 2) aren't your arms cold and your torso hot?
I now work at a SV fintech, and it's impossible to figure out what to wear to meetings. Do I wear biz causal? Shirt tucked or untucked? Jeans and t-shirt? Sneakers, loafers, leather sneakers? Can I wear shorts? Does it matter if you're in SF or NYC?