tolkiens legendarium - Why did the Rings turn Nazgûl invisible and their clothes visible, while The One Ring turned both invisible?

Nazgûl themselves are invisible as human flesh, due to their 9 rings transposing them into the realm of shadows:

And they became forever invisible save to him that wore the Ruling Ring, and they entered into the realm of shadows - The Silmarillion.

However, Nazgul, when clothed, were visible to all (e.g. they communicated to the villagers when searching in the Shire, their King could be seen by Merry and Gandalf and Theoden and Eowyn. So, their rings didn't affect their clothes.

Yet, when Frodo (and, earlier, Bilbo) put on The One Ring, it not merely shifted his body into the realm of shadows, making him invisible in the body - but ALSO made him fully invisible, including clothes!

Was this a difference that was somehow explained by Tolkien?

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