I suppose the lady usually has an umbrella in this kind of situation, so it felt the umbrella should be included in some way: https://youtu.be/492tGcBP568
In truth, that's not a woman in a green dress, it's a bunch of penguins disguised as a woman in a green dress. That explains the gait. As to the umbrella, they assumed that humans, intelligent as we are, always carry polar bear protection around.