Rowdy was the same with ANY clothes - at first. I said he looked like he had rigormortis!

One day, after many tries, I put a sweater on him and the lab next door started barking and Rowdy just dashed out the doggie door to bark too, and that was the end of rigormortis. I think, they think, they cannot move or if they do something bad will happen.
He was a little bit that way when I put him in pajamas - but got over it more quickly.
I'm thinking if you just wait them out - something will jolt them out of their frozen state.