Since Season # 01 for the DayGuard and the Season # 02 for the NightGuard, we have argued whether the Uniform Appearance of the Guards is due to glamour which is part of the uniform or whether they really all look the same. In the case of the NightGuard, one must posit a new kind of pony, a thestral of batpony. The the Cutie Re-Mark Part # 02, we see RainBowDash as a thestral as part of the ShadowBolts, with bat-like wings and slitted pupils; but however, when she removes her helmet, her pupils are round. This settles it; it is a glamour in the uniforms.

4886837 Perhaps it could be because she worked for Nightmare Moon and it was some magic that the helmet contained? I dunno... It's just a theory, a FIMTheory.

So basically confirming most peoples headcanon that the armor is enchanted in one way or another.

Most likely it's (at least partially) for the sake of anonymity, and I have a further theory on how
each armor is bound to a specific pony - like a personal uniform.

It ONLY transforms the real owner - thus, if somepony steals it, THEY would NOT look the same as the rest,
and you would now that THAT pony was the intruder just by looking.