Krieg can absolutely afford a shirt if he wants; heck, he can afford multiple shirts. It's just that it's been...well, a long time (he's pretty sure) since he's worn one, and he's not the most enthusiastic about the idea of starting again. Even though it's cold outside, he stays warm enough as long as he's near his pokemon buddies. Especially since Torch Dragon in particular sticks close by at all times.

"Mnahahaha! Yeah! He used to sit in my hand!"

Krieg holds up one of his big hands, palm up, to demonstrate.

"About the same size as Skull Hat."

If Walter is surprised by how tall MC is, Krieg is also surprised by how little Assumption is. The little guy had looked bigger, somehow, on video.