Adam Clarke on Leviticus 16:4

He shall put on the holy linen coat - He was not to dress in his pontifical garments, but in the simple sacerdotal vestments, or those of the Levites, because it was a day of humiliation; and as he was to offer sacrifices for his own sins, it was necessary that he should appear in habits suited to the occasion. Hence he has neither the robe, the ephod, the breastplate, the mitre, etc.; these constituted his dress of dignity as the high priest of God, ministering for others and the representative of Christ: but now he appears, before God as a sinner, offering an atonement for his transgressions, and his garments are those of humiliation.