There are two possibilities at work here. One, Adam Driver was never wearing a cape while shooting this scene and it was added digitally, but the VFX team forgot to include the cape in the reflection. Or two, Driver did have a cape on, but the reflection itself is digital, and once again the VFX team slipped up making sure it matched up with what was actually happening. Who knows, maybe it’s even a combination of the two, with both the cape and the reflection being digital.
Article source: https://www.cinemablend.com/news/2478964/fans-spot-a-kylo-ren-error-in-the-rise-of-skywalkers-trailer