Alex wasn't exactly dressed the part, he was in his containment suit. Oddly enough it showed that he wasn't risking the mansion at the same time it showed he was very serious. "You have me acting ridiculous. You don't respect me or think I'm worth much, apparently. I can't do anything about that second part but we're going to work on the respect, now put on those damn gloves."
He was actually very committed to this. Alex was trying to avoid Scott's questioning, this wasn't about that yet. This wasn't a thing that could be fixed with double talk and placating speech.