WT's dress code isn't about dressing "appropriately" it's about every other petty rule of theirs it's about power and control. They enjoy getting people to jump through hoops just because they can.
There are certainly enough examples in the bible where Jesus broke the social rules of the day to heal, speak or hangout with someone on the do not heal, speak or hangout with list that indicate that Jesus didn't give a rat's ass about what a person looked like.