Throughout Marvel's comic history, many characters have lifted Mjolnir, and most appear to gain some Thor-like armor when they do. Cases in point:
One notable exception to this is Captain America. When he lifts Mjolnir, his outfit remains unchanged:
Has there ever been any reason given as to why Captain America doesn't get Thor-like armor in this scenario?
The impetus of this question is Endgame, obviously, and while I would be okay with an answer from the Russo brothers in context of the MCU, I'm primarily interested in the comic side of things.