They don't. The only time they are ever confirmed to have used a Gigai is when Shinji was at Ichigo's school. And presumably Urahara & Tessai when they're having customers. So far, it's not yet confirmed if anything besides Kido can be used while in a Gigai. And before you say anything about their appearance, Shinigami's clothes are not part of their anatomy. They can change them. Besides, why would the VIsoreds and exiles wear the official uniform of the people who banished them?