They can't actually wear it as-is. Dragging it along through Hallownest would ruin it, and could catch them on countless bits sticking from the floors and tunnels at a vital moment.

...Perhaps they will get someone from Deepnest to alter it. Or they can make an attempt with tools that should be there.

For now, they take it off and fold, fold, fold the cloak until it's small enough to pack under their wings, where it disappears. They'll wear it later, in the colder places. (As if they feel cold the cloak would be able to protect them from.)

The Knight hops down and nods once more.