Ok, at the end of Riku's story in KHCoM, they leave the castle with the cloaks.
this is because Zexion died, Riku stole his, and Mickey stole Marluxia's (cuz he's all like natury), it was all cotton, and washed it, so it shrunk. lol no that marluxia part i just made up, i have no clue how HE got his jacket, but again, Riku stole Zexion's.
But you'll notice he's not part of the organization, because you can see his face while his hood is up. Riku on the other hand, you couldn't, but this was because of the darkness inside him, and the fact that he looked like "Ansem"