(can't find post in the sequences in which Yudkowsky is amazed by the fact that some things are good just because they are old), and that caused interesting unusual life choices, such as not wearing formal shoes and suits.

Wearing formal shoes and suits is not good because it's an old tradition, it's good because people tend to do it in social contexts where other people expect them to do it. Even if dressing codes are arbitrary to a large extent, there can be significant social costs in not adhering to them.

Think of right-hand vs left-hand traffic rules, for instance. None of them is really better than the other, and the choice in any country just depends on historical accidents. Nevertheless, if you start disregarding the rule used in your country you will likely incur in very high costs.

That's a case where unconformity has no benefits and just extreme costs, in other cases, such as clothing choices, the tradeoff might be different, but you should keep in mind that when you break a rule there will be always some costs.