That is an interesting observation, Amanda! Off the top of my head, I would say that Jack needed a lot of courage to go back and face Aguirre (and his wrath, LOL!) and so he padded himself for protection, not only from A. but also from the wind and friggin cold! I remember seeing his plaid shirt also in the closet at the end. In fact, doesn't Ennis put his hand on it as he goes into the closet?? Isn't it great watching the movie again??