This, of course, a silly fantasy. But there are some grounds for it.
One of immigrant merchant claimed in his memoirs (if I'm not mistaken - in the 30s), that this uniform was created in 1914 for the victory parade in Berlin. No confirmation of this version does not.
But we know that in the competition for new Soviet uniforms - participate famous Russian artists. Among them - V. Vasnetsov and B. Kustodiev. And the basis for uniform largely laid sketches costumes created Vasnetsov before, for the celebration of the 300th anniversary of the Romanov dynasty.
By the way, I know of a case when the White Army wear new Soviet uniforms.
October 31, 1920 the detachment Lieutenant General Trusov (3rd Russian army, Soviet-Polish front) - were ordered: "... equestrian Cossacks to unite in consolidated hundreds and all sew on to the left sleeve outerwear cross of white tape width one a half inches. Immediately arose a winged word "Crusaders." (This step was due to the fact that in the Ural regiment gone over entirely from the Reds, many wore "Budenovka" and it was difficult to distinguish between who they are: white or red) ... ".