Well Danramos you are not wrong, but not that right eighter =)
The translation of in, it's not specifically em.
In portuguese, "in" could be translated as "em, de , dentro..." and so on...
And in this case, the concordance ( is this word right? ) asks for
de, explaining that they wear black.
If I had used em preto, it could be that they are inside any black
thing, without specificity ( right too? ).

Hope this helps =)