Its just plain odd looking, and can easily be fixed (but probably $$$)
you can see that the cats with clothes look fine: Macavity, Mistofoles, Skimble to some extent, even Old Deuteronomy. and the reason for this is proportions. I think for me why Bombalurina, Munkistrap and Jennyanydots look so weird is they all come off as top heavy in the chest area (not boobs, but chest generally) and small in the head area because the ears are so small and up high (where they should be), if you think of the stage show, they get over this with the larger wigs and extra fur by the shoulders.
So all they need to do is redistribute where they place the fur and make some longer, around the shoulders and lengthen the fur around the head, bigger ears. Also the few that are mottled with patches of different colours also look nicer, where as most of the main characters seem plain with one colour running through.
Obviously they cant replicate the stage version costumes for copyright and royalty reasons but I still think they need to tweak it a bit.
http://www.flickr.com/photos/27199361@N08/ Phantom at the Royal Empire Theatre