Shortly after Supergirl first landed on Earth, Lex Luthor set out against her and hit her with black kryptonite, which split her into good and evil halves. Think Superman III, but it didn't have the life sucked out of it by a painfully unfunny Richard Pryor. Anyway, the evil half of her personality wore this costume in sharp contrast to the Maiden of Might's bright primary colors.
Now you know.
And knowing is half the battle.