Albert Barnes on Matthew 11:8

Clothed in soft raiment. The kind of raiment here denoted was the light, thin clothing worn by effeminate persons. It was made commonly of fine linen, and was worn chiefly for ornament. Christ asks them whether they were attracted by anything like that. He says that the desert was not the place to expect it. In the palaces of kings, in the court of Herod, it might be expected; but not in the place where John was. This kind of clothing was an emblem of riches, splendour, effeminacy, feebleness of character. He meant to say that John was a man of a different stamp: coarse in exterior; hardy in his character; firm in his virtue; fitted to endure trials and privations, and thus qualified to be the forerunner of the toiling and Suffering Messiah.