I don't think that there's anything "weird" about a four-year-old child wanting to play dress-up. As some others have said, this doesn't mean that I would let my son do this in Disney World. My main reason is that I really want my kids' Disney experiences to be as positive as they possibly can be, and I would expect at least some kids and adults to openly display/share their disapproval of this.
Do I want my kids to desperately seek the approval of strangers and not be themselves? No. But at four years old, I personally think it's a little early to fully get this message across -- I don't think they're equipped yet to fully understand the reaction they might get when deciding whether they still want to do it or not. I have very frank discussions with my kids about a whole host of topics... including not judging people based on how they look or what they wear -- people will surprise you. The guy full of tattoos or piercings might be a nicer person than the guy in the three-piece suit. Important to keep an open mind and judge people based upon how they act, not how they look.
And I'm personally a fan of "weird" and "different"! I'm conscious of the fact that many others don't share my perspective, though, and at four years old I think it's still my job to protect my kids from that - especially at WDW where I just want them to have a FUN time!