You 3 folks remember episode 5 the ending ? Shinobu infiltrated a town where the Imperial army is gathering waiting out the winter. The town was already covered in a thick layer of snow. My guess is they will assault the wintering unprepared army, so the winter gear makes perfect sense.
Last Episode: We're gonna change the directory of that fire spear by hitting it with missiles. Three should do it.
*Two missiles hit and therefore it should have changed trajectory to the very edge's of town.*
Fire spear: "I'm gonna do something called a pro gamer move." *Hits directly in the centre of town regardless.*
I know they are already a bit unrealistic due to being geniuses and what not, but i wasn't expecting THIS. Running with a missile, guiding it, smashing your feet and hands into bricks without any broken bones AND THEN DOING SOME WIND SWORD SLASH SHIT. Yeah...aight. Thought they were from earth