I really don't know much about this tradition or "requirement." Is this a big deal?
For me, it would be. I mean, I don't know about your situation, but I can say it's not often I have the chance to wear a hat that looks like Cthulhu's gift wrap. I gotta take the opportunity where it arises.
It's important to show proper reverance to the Elder Gods, with celebratory gift wrap hats.

Someone's wedding is just not a good place for a fashion statement.
Do you mean political statement? Because a whole lot of those hats and fascinators were fashion statements. (I'm not sure a wedding is the place for either, personally, just trying to clarify what you meant)
I think I'd disagree that weddings aren't the place for fashion statements. British weddings of a certain style tend to be all about the Big Hats.
see, I guess making any kind of "statement" deliberately seems to be kind of attention seeking which I always thought was inappropriate for wedding guests.
I thought that her lack of a hat or fascinator was a fashion statement, since the dress code is to have a hat that matches the rest of your outfit.
She dressed differently to make a statement. If it was political, that would be inappropriate too.