Umbrellas are very cool and fashionable accessories, but totally unpractically in this windswept land.
Other famous umbrella-wielders:
The girl with that crappy song
Girl in the Monet painting
Lady in the Japanese print
And in my new favorite comic, The Umbrella Academy, they wear one on their costumes.
edit: Had to make it more clear that he was pulling a lamp out of the bag, because Somebody thought it kinda looked like the umbrella going into it. Fair enough.