If it were me then I would say definitely for for it, but with one caveat, it would depend on what kind of bar(s) the hen night was being held at. I think you're right to be thinking about the possibility of some drunken jerk starting something if you get "read" ... BUT .... that said, the best times I have had when out dressed is when the group is all GGs (including my wife) plus me. IMHO to go out to a mainstream venue with a group of GGs and be truly treated as "one of the girls" is just so awesome.