The thralls are all set to have the coarse gear/crafter coarse gear once they become thralls, or if they are spawn as unrescued thralls.
I am still amazed they leave some of them with good weapons instead of flat out removing it. But if you hire a thrall in a tavern, the weapon also doesnt come with them.
It is a “kinda nonsense” balance thing, so people dont make thralls with the sole purposes of getting their armor, I think.
But you should be happy when they show wearing at least those rags. Most of the time I see half naked patrons walking about.
They do, but the ones you cant hire unless under mods.