It's the movie rule, everyone must wear black because we say so!
And yes, a Director actually said that!
It was on the extras features of the first X-men movie.
What is wrong with a bright blue and red costume?
FYI, that was the point of Captain America wearing bright colors, so he could be easily identified as an icon of America.
Plus, there was a subtext that if his allied soldiers saw him arrive on the battlefield, they'd be inspired to fight harder because he was there.
And the enemy soldiers would be demoralized by the fact that Cappy is there, so they'd fight with less enthusiasm.
Hence why he had high visibility in his costume.
If he wanted to be stealthy, he just put on dark leathers over his uniform!