In the Infinity sage, the audience can see Captain America slowly transitioning from a blind patriot to a national hero into the Avenger that won’t step down to a challenge. However, over the course of the sage, the Captain becomes cynical about his blind faith toward his country and friends. This is apparent by how his character’s outfit changes in Captain America: Civil War and Avengers: Infinity War.
However, from a real-world point of view, they changed Cap’s costume in every movie for the same reason they redid Black Widow’s hair. Merchandising. After all, you can’t continue to sell the same-looking toy year after year.