Because you do not want them to think you're crazy. Also, do NOT put on that hospital nightgown, no matter what they say.
Mind Hacks gives us another perspective on patriarchal norms for female appearance. Don't run out to the convenience store without brushing your hair, make sure to always dress well, or else you'll be taken for a CRAZY LADY! And you wouldn't want that to happen.
Oh, never mind. We already know all teh wimminz is crazy anyway.
Mind Hacks post found via this David Dobbs post.
It's not just women, mind. A few years ago a friend of mine (#1) was woken in the early hours by noises outside. He shuffled downstairs to find another mutual friend (#2), who lived nearby, walking up and down the street banging on doors and trying to get the neighbours up to talk to him. #2 had long suffered from bipolar disorder and would sometimes, when he was feeling particularly high or low, admit himself to the local hospital as a voluntary inpatient. It turned out that he'd recently been staying at the hospital but had got bored and wandered off. After a discussion that was fairly amicable in the circumstances, the friends agreed that #1 would drive #2 back around to the hospital, in #1's car. On arrival friend #1, still wearing his dressing gown and slippers, and unshaven, was gently escorted off to the wards.
See, I would be concerned about anyone wandering around outside in a hospital gown simply because they're not comfortable. I mean, they're open in the back! It's how they make you stay put at the doctor's - no one wants to wander about looking for a nurse to ask why they've been waiting 30 minutes when the whole world can see your polka-dot undies.
Pjs and unbrushed hair? That just says "college student" or "frazzled parent". That's totally cool.