This is caused by your old cosmetic preset from Alpha/Beta test.
Firstly go to Steam client, Steam Library, Insurgency: Sandstorm, right-click on it, Properties, Updates tab and in there uncheck "Enable Steam Cloud synchronization..."
Go to %LOCALAPPDATA%\Insurgency\Saved\SaveGames\Profile (AppData is hidden by default in Windows) directory and remove "Cosmetics.json" file.
Once you start the game again, it will recreate the file and will use default config so recreate your desired cosmetic presets.
Once that's done, exit from the game, backup newly created file and re-enable Steam Cloud.