OK, Reddit, we'll bite: What in hell were these two doing in Grand Central last week, in the dead of (an admittedly crisp) August?
The obvious answer is Art, or Yarn Bombing, which you might not know has its own extensive Wikipedia page which explains that yarn "is not permanent" and "can be easily removed if necessary."
Commenters have decent suggestions: Cashmere zentai, Dr. Seuss cosplay, sweating. My guess is time travelers from the Twee Dust Bowl, tourists from Ohio, or New Yorkers from this coming January. I guess we should just be glad we've found the one man in the city not wearing the J. Crew gingham shirt. They must live in Jefftown.