"What do you mean the vault is empty?!"
"Just that, sir. It's empty."
"There was a half tonne of gold coins in there! Did you see a cart? Any orcs or ogres? A dragon?! It's not like it just got up and walked away!"
A culture has a tradition of wearing animal pelts as a sign of status or job. Carpenters might wear beaver skins, Masons have a moleskin hood to their cloak, Gaurdsmen might have badger pelts. Done to show the culture's respect for nature and how much of nature is equal to each other.