Certain skins require that you possess their relevant base skin before you can equip them.
Base skins can be obtained from the Shop, Season Pass, or via other means.
[Base Skin] Cloud (FF7R)
[Alternate Skin] Cloud (Bahamut Outfit)
[Base Skin] Bahamut (FF7)
[Alternate Skins] Neo Bahamut (FF7), Whisper Bahamut (FF7R)
Also, for certain character skins, you will need to possess the relevant base skin and exchange data items at the Collection to obtain alternate skins.
Head to the Barracks > Locker > List of Alternates for more details.
[Base Skin] Cloud (FF7R) ♂
[Alternate Skin] Cloud (Bahamut Outfit) ♂