Ive been told by a marketing professional that the reason is because when a professional sports team wins the world series, Superbowl, national championship, that the hats given out to the athletes and then interviewed on camera are the reason they leave them on. To preserve the new sort of speak. While on camera the athletes have a brand new hat on with all the stickers and tags. I dont get it or like the stickers either but I do like the flat bill look.
On a side note, ive seen people leave tags on really expensive jeans and wear them for a week or so, then return it.