Sorcha's explanation sounds as good as anything you're likely to get; I can't better it.  There's quite a long tradition of tragic heroines going to their doom in their best frocks (c.f. in particular Lord Thomas and Fair Annet/ Ellinor/ Eleanor).  The audience is always impressed, and quite rightly so.

But she dressed herself in her best attire,
Her merry men all in green,
And every town that she went through,
They thought she was some queen.