This is because Umi, for all her complaining and acting like she doesn't want to be here, is confident. Naturally confident in her own way, with the boldness she approaches any situation where she feels she knows what she's doing; confident in her fencing skills; but more than anything, confident because she's fought much harder for much higher stakes.

Even if a lot of other people here have too.

The armor's definitely a change, though, heavier than the magic armor she's used to, so it slows her down, and forces her to rely more on sword work than being light on her feet; the helmet isn't much more obstructive than a fencing mask, thankfully.

...with teammates, though, and when she feels she can talk a little without being unaware (or to make someone think that she is) she totally has to complain about the plume.