No, there's definitely no "dress code" in those circles.
A dress code is specifically something you impose to lower-ranking ones. That's why Trump did not like it, and why this journalist seemed upset: they couldn't bear that Zelenski was not submitting to their, very closed-minded WASP dress code for underlings.
When you're the head of state, or in power circles, there's something else, that's called a _dress standing_, which is different and opens a much wider area of possibilities.
And by that standard, boy, did Zelensky outfit outranked everyone else's in the office!