Wasn't the Hellfire club also a sex club for the elite and deeply sexist? I can't actually recall the lore right now, but the costumes do make sense in that context, and why Emma despises the club deep down.
Also, the fact that the outfits are a direct copy from a 
	
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that was running at the time, which involved the protagonists infiltrating the Hellfire Club, which was a sex club for the very elite of society.
The woman's outfits are a direct copy of the outfit the female lead, which, funnily enough, she designed herself.
Edit: 
	
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.