As a member of the Royal Forest Iron Guard, Jamie Lannister should be dressed in magnificent and sturdy armor, complemented by a white cloak, as a symbol of the noble spirit of a knight.
But now he seems to have realized the responsibility of leading troops to ambush the Prime Minister and even harm him.
So, instead of wearing the 'uniform' of the Royal Forest Iron Guard, he simply wore a nice everyday leather attire.
It looks like he has prepared to flee after the deed is done.
Yet, even though he used the power of the Lannister Clan in King's Landing to track Edd's movements, knowing he would definitely pass through Mud Gate on his way back,
he made one crucial miscalculation—the team included not only the Prime Minister but also a furious King!
"Go! Catch Jamie Lannister!"
Robert called out, spurring his horse past one Lannister soldier, swinging the hammer in his hand with momentum.