Another possibility is that the kilt jacket was originally left open by someone, or a class of people, who wanted quick access to a weapon and the style caught on... when I'm out and about and see that happening with (say) an apparent plainclothes officer walking up to someone, it's a cause of instant hyperalertness on my part- I've been accused of going up on my toes but I'm sure that's an exaggeration.

Personally I 'most always do button my kilt jacket and I guess it's for reasons related to that perception. Or because of the cold.