So, how come Steve Rogers didn't get a Thor costume when he had the hammer?

My personal take on this is: He wasn't intent, even subconsciously, on owning it - he was just passing it along. Another possibility is that Thor, at this point, is still okay and alive, and the rightful owner of Mjolnir. CBR's Brian Cronin echos similar views (if not the same).

By the way, do catch up on the recent issues of Thor - you might be surprised as to the revised origins of the Mjolnir.

http://www.cbr.com/why-didnt-steve-rogers-become-thorized-upon-lifting-mjolnir/