Well, that's like saying a monarch on the field shouldn't cart a flag around with him, but they all did it. It's a rally point for your troops; and more, it's a privilege to wear the mark of command and be a target - see the panache in Cyrano de Bergerac, where the commander is criticized for dropping the scarf signifying his rank to avoid being targeted.

The Cap costume isn't impractical, it's just colourful. He's supposed to be clearly identifiable. He's Captain America, "these colours don't run", standing up against the black-clad Nazis with skulls on their collars.

I think the movie will waste far too much time on - on song and dance routines! Movies are not long, and I do not want to see this frittered away. It also seems like they're doing this to set him up as a lone operator, whereas Cap is very definitely a team player, and is usually Government sanctioned.