I checked it out. The thing is, whomever made that mesh used a rig that is not aligned with the standard male rig. The mesh has a slightly thicker form. In turn even if separated, it likely won't align to the Sim you make. All the more, is the person who created the mesh allowing people to actually edit it for their own use?
Yeah, some people don't like for others to change any of their meshes. Some are against recoloring even. I saw the site, but it is mainly in Japanese and I can't quite navigate.
Yeah, though. The mesh is like a costume, hence the full body to fit like a mascot costume to some degree in order to make the build look exactly like the character. The "exposed" skin areas were even colored to be the proper shade of blue with all the details like wrinkles and muscle definition. Ultimately if removed, the seams of the gauntlet/gloves will seem to flare out, hovering around your Sim's arm rather than fitting against the skin.
The other thing that would make it difficult to separate is how the UV map is unwrapped. In Blender the Sim's UV map works like a paper doll when you unfold the map. With the mesh provided... it unwraps like a Salvador Dali painting. Thus, a lot of editing to remove all the unwanted colors (pretty much the entire costume minus the lower arms and hands)from an intricate swirl.
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