Guessing if your SO suggested you go 'dressed', she has no fears of you being recognized by your coworkers, or doesn't care..
Personally, I'd 'pack a bag' and do the 'after' thing, but go in DRAB to the show..
As often as my wife says "lets go out now" while I'm dressed, and I beg off, the stuff at work would be a real grind if the Co-Workers are anything like my step-daughter can be.... Horrors! I'm looking forward to a weekend out, but we will avoid exposure to my co-workers.. I'd love for some of them to 'know', but others can make like difficult.. IMHO.. Have fun whatever your choice..