Some Orthodox Jewish men wear ball caps or other hats because they don’t want to be picked out in public as Jews every second. They will leave their caps on even indoors. I think the etiquette rule to always take them off is not as important as being allowed to cover your head. Jewish and Muslim married women as well. (Not the full Burkha, just the hair covering.)
I am NOT talking about WOMEN!! I said MEN! And even a Jewish man should have the manners to take off their BASEBALL HAT IN A RESTAURANT! geesh….where are these people coming from?