You picked these shades off of a Hero you smashed into the dirt as part of your final victory. They remind you of how you won... and who helped you get as far as you did.
The Hearts of Darkness - Heroic Measures
Having won the first two rounds of the contest, Graves set you up as the 'hero' in a series of villainous games planned by your opponents. Your first task was to survive Zephyr's plan, which amounted to little more than hiring some goons to beat you up. Needless to say, you defeated them, and Zephyr, fairly easily.
Next, Dollface claimed to implant a 'mental time bomb' in your brain. You're not sure if she was serious, but to be on the safe side you went through the motions of disarming it, emerging victorious once again.
Crosscut's test wasn't one of survival, but of cruelty; he seemed to enjoy watching you kill the Snake Matriarch in front of her own daughter. You suppose it would have been a more jarring experience, had you been an actual hero.
Finally, Omnicore attempted to kill you with her automatons, but Scirocco managed to turn her strongest creations against her.
After completing all of the trials placed before you, Graves informed you that the final test was at hand. You and the other contestants were to participate in the Killing Game.
With Scirocco's help, you managed to take out a whole squad of heroes and win the game. Now all that's left is to collect your prize...