Early in the video they talk about the gloves and how sexy they are. They mention the only drawback is you can't use your phone but "It's worth it!"
What's great also is they keep wearing the gloves as they go through their haul (only off when they cut to them in said costumes) but one wears a Catwoman costume with wet-look gloves (talking about them at 6:40 and modeling in them shortly after)!
