Musar zu Schemot 28:4

We note that all these sages were alert to the remarkable phenomenon of the free-will acceptance of the Torah by the Jewish people at that time. We therefore understand the nature of the joy we are commanded to experience on Purim. When the Megillah 9,15 describes the royal vestments Mordechai wore after he had been appointed Prime Minister, this was an expression of joy that the Jews had been saved, and has nothing to do with the need to serve G–d in fancy clothing. I have explained at length that the laws of שעטנז, the prohibition of wearing a mixture of wool and linen, may include an exhortation not to indulge in fancy dress, that a modest person refrains from wearing such attire.