In 1991 Snake Eyes was tasked with gaining as much intel as possible on Cobra's latest tech: the S.N.A.K.E. Exoframe. He snuck in at night using explosives as a distraction and stole the suit from the test range by donning the suit and jumping over the back wall. Almost the oldest trick in the book, but Snake Eyes has a habit of making it look easy when in reality he's just about the only one who could've pulled it off.
"I don't know if the idiot-proof controls of the SNAKE reflect positively on Cobra engineers or poorly on the intended operators."
The colors are a result of the prototype/test range nature of the suit. The Helmet, goggles and uniform were all part of the test kit so he took it all and left his old uniform behind. No national secrets in the construction of his old uniform, mostly just cotton.

Parts
Head and Body - POC Snake Eyes (v53) 2010
Exosuit - Marauder Exo Suit
Vest - Aero-Viper (version 2) 2009
Goggles - Unknown/Generic
Weapon - Marauder M4 W/ Beta C-Mag
Harpoon Gun - MTF Exo Suit Universal Accessory Mount
Harpoon Reel -Sneak Attack Storm Shadow (version 47) 2013
Harpoon Hook - Unknown Soft Plastic hook