Two issues:

First, military service is about obeying the lawful orders of your superiors. If the officer in question has the authority to determine proper dress for civilian attire, then its a lawful order. Normally in the US this authority rests with a base Commanding General, who issues such orders or delegates that authority to Unit Commanders. For example, in the US Marines wearing tank tops or untucked shirts is against regulations, as is not wearing a belt in any item with belt loops.
If the officer in question lacks that authority then piss on him, its not a lawful order. If he tries to give a subordinate any problems because of it he could get in trouble. (and here the real world enters into play: He can probably make your life hell and get away with it, and you can probably complain but without a sympathetic commander good luck)

Now, the second point. Yes its true that military members agree to adhere to and follow a second set of laws and rules. In the US its the UCMJ, I'm sure other countries have their own versions. However, anyone who thinks they are living free and clear of any authority because they arent in the military is sadly deluded.
Try walking down the street naked.
Try walking into your neighbors house (naked or not, I dont care) and taking their home theater system.
Try driving with the pedal to the floor as you go down the freeway.
Try ignoring the tax collector.

I'm sure you get the picture. You've just gotten used to the rules and authority you are familiar with and rarely recognize it. For long term military members its much the same thing. You feel just as 'free' once you've gotten used to the rules. For the most part the difference in the level of authority over civilians and the military is merely a matter of appearances. (with a few granted large exceptions)