Amy: The tattered remains of Raziel's clothing aren't literally material objects anymore; they're more like "organic" manifestations of their former states, now melded into Raziel's being just like his flesh and bones. From a philosophical point of view, Raziel doesn't really literally have a physical body anymore anyway- his appearance is just an illusion, a spiritual manifestation. Therefore all his acciuterments are just a projection of his spiritual state. Is that convoluted enough?
EGM: Raziel's skin and jaw burn away when he's tossed into the (Abyss) at the beginning of Soul Reaver, so why does his hair stay intact?
Amy: Because he'd look silly if he was bald. I dunno. It's magical hair, or maybe he just has a deep follicle.
Amy: Without giving anything away, I'll say Kain knew exactly what he was doing when had Raziel tossed into the vortex. Raziel's wings were a sign, and Kain had him tossed on purpose. He's not a comulsive jealous creep. Soul Reaver 2 will reveal more of that.