I am currently playing Dynasty Warriors 8 XL, and I have noticed that the playable characters will change their outfit color to match those of their current faction (e.g. Zhang He wears yellow when serving under Yuan Shao).

However, Zhao Yun seems to be the exception in that he wears (light) blue despite being a loyal member of Shu. Now I can't help but entertain the notion that Zhao Yun is actually a Wei plant despite there being no evidence of such ever since seeing that he was supportive of Liu Bei's quest for vengeance against Wu in the game (when Zhao Yun was actually against it historically and in the novel).

Is there a reason for this discrepancy?