This is an issue that comes up all the time for many people. I don't know why it is such a common event but it is.
BM is using this for several different reasons. She is exerting a level of control, is forcing you guys to buy clothes that you never see again thus getting him to pay more CS then he should and provide clothes so she doesn't have to (if she is throwing the clothes out she is just being vindictive and making him "pay"), and a multitude of other reasons. Part of this is abusive to the children as it makes them feel anything dad does isn't good enough, etc.
The best thing to do in this (and in most other cases), is to remove her control of the situation. Take away her power and either she will stop, or since it is a non-issue for you anymore, it won't bother you so much.
She won't pack a bag. Maybe one day when the kids get older, they will do it for themselves. If she wants to supply clothes to keep at your house that is great. If not,k keep a few items for them that will last for the weekend they are with you. For longer times, your fiance' needs to write a letter to her specifically requesting she pack a bag with appropriate clothing in the appropriate amount. I did this one time and the wording was: While I have enough clothing for XX for the weekends she is here, I do not have enough for XX weeks. Please have her bring a bag with enough clothes for her to wear during this time. BM complied amazingly enough.
When the kids are with you guys, wash the clothes they came in and send them back in whatever they came in. If you need to have them wear a jacket because it's too cold and she didn't send one, if you want to see it again, have them remove it when they go with her and leave it with you. Harsh I know, but we had to do this because buying things every two weeks was just too expensive and that is EXACTLY what would have continued to happen had we not put a stop to it.
We also had to deal with BM putting ideas in my child's head about what we should be providing forf her. Decide how much of what they will have at your house and stick to it. They grow fast so remember that buying too much will result in them growing out of things they sometimes never even wore. I also had to deal with the brainwashing that the clothes I bought weren't good enough and often things my child picked out were never worn because when she came back, she no longer liked it.
You also have to make a decision when buying things weather they can be taken back to her house or not with the realization that you will never see them again.
This is a classic symptom of a bitter ex who is exhibiting signs of PAS. It's a shame the courts don't recognize this behavior and do something to stop it. But, of course it's another of those he said/she said situations that is hard to prove.
I picked up my child in below 0 degrees and she was wearing a thin windbreaker (I have bought winter coats for my child every year - that is too important to not take care of), with open toed shoes when the weather was calling for significant snow over the weekend, etc.
Brining this up in court was useless.
It is important to realize that for her, it is about control and her staying in power. You have to pick your battles wisely and take as much control as you can where you can. Follow your court order to the letter so there is no room for getting away with anything.
I wouldn't mention it to her again. If she sends a bag or clothes to stay at your house just go with it. If not, do the same. You cannot let her see that her actions are getting to you two or she will ramp it up.