It’s not for us to pass any kind of judgment or second guess reasons.
I’ve never had the situation, but would probably go with something like:
“for my interest, and because you may be asked by others who don’t know you, why don’t you want to wear one?”
There will be a reason and it’s obviously important enough for the cadet, but they should be prepared to explain their reasons just in case, and staff should be aware in case they need to step in.
Personally, I often only wear one on the parade. Mainly because I lose so many that I’m 50% without anyway and if I lose it in the street it becomes litter - with potential negative feelings towards RBL because of that.