My guess? It's easier to mistake a shadowy movement for a flowing Victorian dress than for blue jeans and a tee shirt. I'd imagine that it's similar reasons that lead to the popular idea of ghosts wearing sheets. Plus, there's the association between spiritualism and the Victorian era.
Of course, once I start questioning why the dead should still be wearing clothes, then I start asking: well, their bodies have also rotted away. Why should they appear as anything at all?