Why are steriotypical movie directors depicted wearing jodhpurs?

Cecil B. DeMille, according to Wikipedia - very famous, of course. “He cultivated the image of the omnipotent director, complete with megaphone, riding crop, and jodhpurs. From 1936 to 1944, DeMille hosted Lux Radio Theater, a weekly digest of current feature films.”

I admit, I’m really only familiar with the name and the “I’m ready for my closeup, Mr. DeMille” (which is actually backwards from the way the line was in Sunset Boulevard, but is the phrasing I’m familiar with).