My conjecture is that the popularity of playing "dress up" fulfills a secret desire of these women to be impregnated and bear children. And why not? It is a natural desire for fertile young women.
Dressing up as "handmaids" helps them live their fantasy of having children and a family. In their social circles, expressing such a desire outside of costume would bring shunning, derision, and hateful reprisals.
Iran and saudi arabia believe like that...funny libs dont bring that up