This is the explaination from his official web...
By the way, for those of you who still wonder what Stéphane's costume has to do with Vivaldi's Four Seasons, here's the story: while listening to his music this summer, Stéphane heard a horse at the beginning of the piece and a bird at the end. Too original to keep it "that simple", Stéphane imagined portraying a zebra arriving in the land of Winter, not feeling welcomed there and thus spreading his wings to fly to a better place. This is how he decided to have black and white stripes on his costume, as well as orange and blue arms to represent parrot wings…
he has got really strange imagination

...but I adore his Vivaldi program btw..