Yeah the booklet kinda discourages costumes during the day which is disappointing and confusing (this is a costume convention after all!). There are good reasons for it though and if you are going to wear costumes during class time you do need to have some common sense about it. The class rooms can be small so large costumes, hoops or otherwise cumbersome frocks can be problematic. Also wearing large hats, feathered headdresses or tall hair so that you block the view of those behind you is rude. Depending on the class, say a hands-on fitting class or dying feathers, wearing a costume simply isn't a good idea.
However wearing costumes during the day is not un-allowed. Just be considerate. If I think my costume will distract in class I tend to sit in the back or choose not to attend if my costume is not appropriate for the room. It's the price I'm willing to pay to play dress up all weekend!