Maybe seeing Sloth in something delicate felt strange and exciting. Envy liked delicate things because he so rarely got them, he usually forced them on the poor victims he collected as if he were collecting a room of dolls to look at and torture when he was went through his many range of emotions. When he and Sloth had waded into the frigid lake he hadn't had the time to really inspect anything she had had on, he was just thinking being caught would have been the worst thing imaginable. He'd been in dark cells before, he'd died in some before, turning prisoners on each other because at that point he had no other human contact to sate his sin nature. But this time, after feeling he was a part of something else, belonged to someone, Envy didn't want to go to prison. It didn't mean the cops would let this go, they would continue to uncover a lot of disturbing and disgusting truths in that abandoned hospital of his, they may still find him. So while Sloth was upset about the fact that he hadn't gotten to see her in something pretty, he could still be found out unless someone destroyed all evidence that pointed their fingers in his direction.
He wanted to keep Sloth to himself for as long as possible. He would have grabbed her with the force she was used to, but he didn't have that energy. Right now he was about as docile as he was ever going to get, and if she really liked it, she probably could use up his energy more often. "I would have killed anyone that tried to take you away from me." Which was honestly the most at wow she was going to get from a sluggish Envy. He'd had people stab their eyes out at looking at her. "You can be pretty again." It wasn't like she wouldn't try to dress up again, and he wanted to see it.