It is called "showing the colors" - the patrol cops on beat in the neighborhood. The only problem is that there cannot possibly be these "patrol cops" on every flight. The flights where there are no air marshals are immediately identified by the absence of the "men in black" uniforms.
The old J. Edgar Hoover FBI dress code in effect.
It's worse than that. It allows terrorists to actually plan a hijacking around killing the AM, and taking his pistol. If you know who he is, you can stab him with a ceramic knife etc. Then you have a gun which can control the passengers while your confedrerates attack the cockpit door.
Any chance there is some method to this apparent madness? Make the dress policy widely known, enhance its visibility with this incident with the chief, but in reality there really ARE covertly dressed agents out there? What better way to hide them than to make the bad guys believe they are all dressed alike?