Well, my father did not, but he was more... simple, than I was in such things. I take somewhat after my mother in this respect, but I am also supposed to represent all my people, and thus I try and find balance between female and male harmonies.
It is not necessary for me to dress me hair so, but for formal occasions I wear it elaborately. During battle and less formal times, I wore it more simply.
It really is a thing that depends on situations, though many aristocratic women where their hair in such a way more often than non, simply because they do not have to do things that risk ruining the effort put into making it that way.