I may be able to help you here, the problem is that the traditional image of the Indian is one that involves spiritualism and forms of symbolism of beliefs so wanting to look that way is in a way mocking the tribal Indian religious image though the American native Indian spirituality is not one of conventional religion though religion all the same without Christ in its original form and people who follow the tribal Indian belief often make a lifetime decision and stay that way, in addition to this further to what I said and with even greater significance the unnoticed genocide of the First Nations American Indians from North America to South West America and the South Americas is an even great atrocity than the fascist regime of WWII, the Indian genocide claimed over 100,000,000 tribal Indian lives from the 14th century to the 18th century so it is not hard for you to see how the Indian costume at a party can be seen as offensive, I suggest you try the cowboy image with an arrow through his hat?