Yahtzee, you seem to forget that War is not a man. He's a huge bear of a ...something (demigod?), and you can see his ultra muscled, dark skinned chest under his hooded cloak (and that claw thing is called a broach and helps hold the cloak on). The armour pieces themselves make total sense, except maybe the massive glove. However, I'm not sure what you would expect from the Horseman of the Apocalypse known as War... I can't imagine a one-man-army without armour... and it's thickness, well, that increases the toughness of the steel, ie: impact resistance. Also, to assume it's "too big" on any assumptions of how it would affect his agility is whack, considering that he's NOT HUMAN. He can pick up cars and thrown them across a football field... I really can't see that armour hindering him, plus it's not restricting joint movements. My only real issue is the massive left hand thing, as Yahtzee said, makes him have a mutant/huge left hand. Maybe that was the intention - he doesn't HAVE to be symmetrical - but it does seem wierd.
I just wish as much effort was put into his vocabulary and emotions.
You can compare him to Kratos, but it's not the same... War is meant to wage war all by his lonesome (and bring the apocalypse with his 3 other riders), Kratos is similar but not meant to wage an Apocalyptic war, he's more the embodiment of the ultimate killer. And he's actually a god so maybe his skin is as hard as iron. That's the great thing about fiction, you can make up reasons for everything. I think you're just trying to hard to make up bad reasons.