Once you do you have the choice to either keep them or give them back to Alex, and if you keep them you can take them off like every regular kind of clothing.
addition to 3, there actually is one to make a shitload of credits by doing almost nothing. to do so you'll need to do the tasks for Alex Rynard. I'm not going to spoil anything, all I'm going to say is that your character isn't going to be... untouched afterwards, if you get my drift.