I think the colour choices used by steam punk cosplayers is due to their interpretation of steam punk as well as the culture. I remember attending a steam punk panel and one panelist Talked about how in the United states Steam Punk has a very wild west flavour while here in Canada we have a more Victorian/"upper class" flavour to steam punk. Also many people chose the dark colours cause and a world were fuels like coal,wood and oils/desiel are used to produce energy and to make steam, it can be very dirty and bright colours tend to be subdued and Dark colours hide the dirt.
I am the Messenger! I can not be stopped!