I don't know how it is in Finland, but in the US commanders (I can't say how far down the authority falls) can dictate how a soldier dresses, even in civilian attire. Granted, it isn't pushed most of the time, but if attire is deemed "unsuitable" it can be barred from wear.

It sounds to me like the commander in question suffers the same misunderstanding of the kilt as most of the populace.