from the Kof-K website:
Why do we dress in costume on Purim?
There are those who find an allusion to the story of Purim in the Torah. Hashemsaid VeAnoche Hastair Astir Es Paneye, and I will hide My face perhaps alluding tothis story. Hashem was not clearly visible to the Jews, and no obvious miracles werewrought on their behalf. Just as Hashem was hidden so are we hidden this day.