I think either way will be fine. I like the pp's suggestion of letting your daughters decide. Costumes can fit easily in a bag and dressing up can be fun, especially when pictures are involved.
I will say that I felt so sorry for one little girl and her family on our trip to Akershus last August. She looked to be about nine years old, and all these little girls were waiting in our line with costumes, including my daughter.
She was fine at first, but then she started crying. Her mother kept saying to her, "We had a costume for you. You are the one that didn't want to wear it today." And she responded, "But I didn't know everyone would be dressed up." It was about time for pictures, and her mother and father were pleading with her to cheer up for the picture. I told her how beautiful her hair looked, and others chimed in and told her how pretty her little outfit looked. She was so sad, though. She tried her best to put on a happy face for the photographer, but you could see that she was crushed.
One hint if you are there during a heat wave! We brought my daughters dress in a bag and let it hang on the stroller. She changed in the restroom at Akershus. When we went in December, she wanted to wear her princess dress in the park. In August, not so much!