There's nothing wrong with leotard armor Lightning! Especially since it's not a new thing to JRPGs(or even Final Fantasy itself):
Hell, IMO, it's a return to form as far as classic style is concerned(major throwback to 80s/90s JRPGs). Considering the world of Novus Partus is even more diverse as far as setting as any of the previous two FFXIII games, Lightning's costume being a hodgepodge of classic JRPG aesthetic and contemporary fashion makes sense.
There's nothing wrong with a form fitting leotard that shows how athletic and well-built someone is :D