I don't know much about this case in particular, but it was an ancient costume. The new Queen or Princess of a European country, when married to a foreign prince, had to throw away her old clothes to follow the fashion of her new country.
Marie Louise of Orleans, for example, when married to Carlos II of Spain, was forced to abandon her beautiful and shiny French clothes for the more austere style of the Spanish Court!
I imagine you refer to the same thing!