it’s just taking tznius to the logical extreme…
Rant: Tznius is a balance, it is not a black and white question. There is no logical extreme of tznius, since everything depends on the cost.
Of course it is more tznius to wear a burka. We don’t do it because the incremental cost to us does not balance the incremental benefit.
Of course it is more tznius not to wear a wedding dress. We do it anyway because it is important.
(As far as this issue, yes it happened, and they were condemned by all the gedolim.)