Have a conversation about how important it is to you that they be comfy in their clothes. Play clothes are their everyday clothes. They don’t have to be careful or worry about getting dirty.
Sometimes we want to wear clothes for a nicer kind of time, like parties, or going to church. We call these dress clothes.
Have a project together where you go through your and their closets and dressers. Decide which clothes are play clothes and which are dress clothes.