Instead of calling it weird, we could also ask what might have been the reason for this. Cliche rules and etiquette often have a function, even though we might have forgotten what that function was.

We don't put shoes on the table, it is considered impolite. The reasoning is simple, shoes can be dirty and you don't want them on the table where you might be eating some time later.

If hats were only worn outside, maybe they were dirty too? I do like the idea that people wore hats because you could expect to have poo flying out of windows and it would fit this context too.