I believe part of etiquette is dressing appropriately. A museum is a professional setting. I would not wear a robe and tennis shoes to walk through the hall at my office, even if I was wearing a tshirt and shorts under it. Robes normally have minimum clothing underneath and therefore, most people would assume that this woman wasn't fully attired to be running around a professional setting in a robe.
Or really even a non-professional setting. I wouldn't walk my child to school a block down the road in a robe nor would I venture out to a mall. I mean can you imagine the looks you'd get if you decided to go shopping in robe so that when you went from store to store trying on clothes you just had to take your robe off? Convienient yes (and my DD and I have longed for the ability to do it) put appropriate, no.
The more I read discussions on topics like this, I realize that I believe the appearence of propriety is almost as important as propriety.
I'm still on the fence about whether a spare office should have been used for this type of activity. Part of me says "Nope, to easy for someone to open the door by accident and get an eyefull of something they didn't want to see" and the other part says "eh, it's not illegal and it did bring in extra money for the museum".