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Same reason they adopted visible tattoos, workwear, 'heritage' styles, beards, etc. They are devoid of any actual traditional masculine traits but still feel a need to appear/seem manly, so they adopt the trappings of masculinity. This is not limited to millenials but is extremely pronounced among them, probably due to the constant virtue signaling, chatter about identity and shaming for being a (white) male. The left insisted on stirring the cultural pot and this is a side effect of their meddling with the natural flow of society.
Similar phenomena have occurred throughout history, notably in Rome and the Weimar Republic. Authors from nearly 2000 years ago asked the same questions and arrived at very similar answers.