What to do in Cabo ?!
Nothing !!!.
No need to be in "in fashion", a pair of sandals as long as you had a pedicure will be just fine for any purpose, most of the open restaurants welcomes you, stores, banks and of course for a drink.
No jacket, No scarf (unless to add a feminine touch).
Some ideas of what to do with your free time at 25°C ( 72°F) ....

Have a fresh coconut at the beach,

Play Bocci ball with some fellows

And the list goes on, what are you wating for, we all need a break.
Cheers !!
Karla.