That's more than Heralds wear. (They're usually just in their Whites with a sword or some other weapon for protection.)

Really? (He blinks and frowns a little. That sounds weird.)

Exactly. (Duke nails one of the main duties for Heralds.) We go where we're told and do what we're told. The journey isn't easy by a long-shot when you're talking about riding to the borders.