Oh, you mean the "show active" menu. That only shows what your character currently has equipped and will update after removing an item if you switch to another menu. There's no way to change that.
If you make an outfit you like, you can save all of it to a clothing preset, which will save all items and colour changes you made to it. (it's the tab under the clothing tab on the main person atom menu). Once you have saved the outfit, you can click the select existing button at the top to add the whole outfit and replace the clothing your character is wearing.
if you want to add the clothing set but keep what the character is wearing too, there is a check box to "use merge load".
You can also make individual presets on the clothing item's preset tab to save changes to load later.