You see this kind of sexual signaling all over the animal kingdom, where traits that would seem to make an animal more vulnerable are selected for because it indicates the animal is strong enough to survive them. The tails on the whydah bird and the peacock, for example, or the outrageous coloring on some lizards that actually make them more vulnerable to predators.

I guess one of the fun things about being human is we get to choose which signals to send, through fashion, rather than suffering from oddball evolutionary experiments.