We can talk about why all imperials in this dlc have the order of the hours' armor style, there is not only Euraxians but they all have Order of the hour style (Cato's troops) leading to a blue vs red, allies vs ennemies...
The "last" dragon guard wear this style too, it just look stupid.
From what I can tell by the Anequina style book and the fact that the only NPCs wearing that style are undead veterans in one of Northern Elsweyr's delves, the Anequina style is supposed to be an ancient style, dating back to the days of Darloc Brae - modern Khajiiti society seems to have adopted Pellitine's customs even up north, at least generally speaking.