Oh, I know Julian would do that due to a belief that the clothes might somehow empower him. And I agree it would be worth trying from his point of view. The problem is, even if Anneza somehow understood as much (and even if Julian outright told her, she'd not understand), she would feel pretty violated, even if she somehow felt obliged to care that the wolf boy that stole her dress and put it on did this because he wanted power.
Basically, my point was that Anneza could get very furious very quick, because she's unlikely to even understand Julian's reasons to do such a thing, let alone care one bit about them, especially in light of the (I figure, in her mind, downright creepy) fact that he would wear something she'd have to wear later on.