Jeff is skating to Armenian music, and I think his costume actually goes very well with his program. When I first saw the costume I thought it was really random too, but when I saw his program, it all made sense.
Also, apparently if you watch the movie Arrarat, the movie that his music is from, then the costume makes even more sense. (I say apparently because I haven't actually seen the movie, but my mom has, and she said that Jeff's costume is just like what they wore in the movie.)