In many time travel stories, it's essential that the main characters be unaffected by the changes to the time stream so that they can go on to fix whatever it was that got screwed up in the first place. I mean, it's kinda hard to fix something when you don't know anything happened or when you simply cease to exist.
For example, in Back to the Future Part II, as mentioned in previous commentaries, I think Doc Brown and Marty escaped the changes the time stream by jumping over the temporal distortion; though, it's never really explained if the Doc Brown and Marty we're watching are somehow supposed to physically be the same Doc Brown and Marty from that alternate 1985, or if they're supposed to be in a completely different universe, and there's an alternate Marty in some prep school somewhere and an alternate Doc Brown in an asylum, resulting in there being two Marty's and two Doc Brown's in that universe at the same time.
Star Trek is notorious for this sort of thing: In the two-part Deep Space Nine episode "Past Tense", the Defiant accidentally acquires a build-up of chronitons, which sends some crewmembers into the past, but also shields the ship from the changes to the timeline that happen as a result, allowing the lost crewmembers to be rescued. In the movie "Star Trek: First Contact", the Enterprise-E is chasing a Borg Sphere through a time portal, and it is also protected from the changes to the time stream, but are allowed to see what would happen to Earth if they don't follow the Borg into the past. And in the two-part Voyage episode "Year of Hell", a time ship is protected from the changes it's actively making to the time stream because of its temporal core (which is ultimately destroyed in the end, resulting in all of the time changes the ship has made being changed back). In other words, you can always BS yourself a solution to keep your main characters from being affected by changes in time.
Anyway, I knew I needed something similar in this storyline, so I decided to just make Mega Man's time travel suit be his protection. Since the time suit is designed to travel through time, it really does need to protect its occupant from changes that occupant might make to the time stream. Without that protection, you might screw up the first meeting of your parents, and slowly start fading away... though I'm not really sure how that would happen, given this hypothesis of how time travel is supposed to work.