The classic answer to the question of why women wear hats on top of sheitels, is that it is necessary to “keep the wig warm”.
One should note that in social situations where a hat is expected, a woman who is wearing a wig will wear a hat as well.
While one can often halachic support for a fashion, one should also realize the frum fashions follow “style”, but that frum communities as someone socially isolated sub-cultures have their own “sense of style.” All frum Jews will find a halachic basis for everything they do (in part, that is what defines being frum), but really the bottom line is “it looks good on me” (which no frum Jew would ever say since that is arrogant and boastful and vain, so we find some halachic argument to justifiy ourselves).