The short answer is that Göring was simply quite a vain man. Out of all the Nazi head honchos, he was the one most concerned with materialistic wealth, as evidenced by his gargantuan collection of (robbed) art and alcohol (amongst other things), living like a modern aristocrat. That's what Hermann enjoyed. Himmler, for example and by contrast, was a rather frugal man who did not care much for luxuries and pomp in his own personal sphere. But Göring certainly did.

Although not of noble descent, young Hermann lived a life of relative luxury because of family connections. His father was not rich but certainly not poor. As you probably well know, Göring became a fighter pilot in WW1, eventually becoming the last commander of the famous Richthofen squadron. This exposed him to a certain amount of fame as well.

So as for any real explanation why Göring dressed like that, it was in his character to like such things, and it was fuelled by previous experiences. The guy just really liked ostentatious stuff, luxury, wealth, you name it. And food, ofc. That's why he got so fat.

(Btw, regarding the error 403 image link, what you can do is drag and drop the little square picture icon all the way to the left in the address bar over and into the rest of the link. That usually works)

I'm getting an error message when I click your image link. Can you find a more readily-accessible example, or (if the image is in the public domain or similar) re-upload this picture to imgur?

As an additional, possibly related question...

Is this perhaps linked to the rumours that he was a transvestite. Either he dressed ostentatiously because he was a transvestite, or the rumours arose because he dressed ostentatiously.