Desmond had caught sight of Cole during the parade earlier, and needless to say, he's completely baffled as to what a ghost is doing competing in something like this, of all things. He's also a little confused by cole's comment, and he glances down at himself before he realizes what he must be talking about.

"Wasn't my idea. Don't worry, though, I don't think any real leopards were harmed making this costume." Just a stuffed one, probably.