Think of what Gollum kept in his pockets: Fish-bones, goblins' teeth, and other nasty things.
But do pockets suggest decent clothes? Or at least clothes that were once in decent condition and must still, at least,
work? In every artist's impression I've seen of Gollum, he has been covered by tattered rags. If his clothes were so tattered, then it's likely that the pockets would have torn and wouldn't function properly (that might be how he lost the Ring
). Maybe Gollum's clothes, though old and worn and extremely scruffy looking, yet resembled old Hobbit clothes.
Or am I missing a quote somewhere? I just find movie-Gollum's loincloth to be quite hard to believe.