When piping I wear the kilt as a uniform. To me, a uniform is something that makes us all look like we are part of the same group. That may be pipeband, police, army, etc. The uniform a token of respect and pride. That way every decent person you meet will treat you with the same respect.
When I'm not piping I will wear my clan kilt, just as a police officer will not go around in his uniform everywhere.

I can't really see how you can call it a costume. I think of a costume as something you wear to pretend you are something else than you are. Or just make people think you are something you'r not. I can't see why pipers would call their outfit a costume. When playing, it is a uniform. Before and after, it still is a uniform.