It's the official battle dress for the Kingdom of Lucis, and each of his comrades wear their variations
"In the Kingdom of Lucis where our heroes reside, the colour black has historically been treated as a special colour. Because of this, the attire of the royal family and those in occupations closely tied to them are unified by having black as a base colouring."
"This part of the lore is the reason why the outfits of all four main characters are black. For the finished game we also intend on having their clothing having effects in battle and not just being a part of the world and its background."
Official reason?
It's the official battle dress for the Kingdom of Lucis, and each of his comrades wear their variations
"In the Kingdom of Lucis where our heroes reside, the colour black has historically been treated as a special colour. Because of this, the attire of the royal family and those in occupations closely tied to them are unified by having black as a base colouring."
"This part of the lore is the reason why the outfits of all four main characters are black. For the finished game we also intend on having their clothing having effects in battle and not just being a part of the world and its background."
Zere ya go.
source
http://www.eurogamer.net/articles/2015-10-23-square-enix-explains-why-final-fantasy-15s-main-characters-all-wear-black