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This question is addressed by Bhai Manvir Singh Ji in this video at 49 min 20 sec https://www.youtube.com/watch?v=f0oswvG78TI

I think that it's important to recognize where do these traditions and rituals come from. He doesn't force his views in the video, he rather points us to think about why are these traditions in place, where to do they come from, and then make an informed decision about these. The whole video is actually pretty great to see because it shows us differences between punjabi wedding, hindu wedding, muslim wedding, and Gursikh wedding. Like what is per Sikhi and what is simply punjabi traditions.

He does a lot of research (extensive if you watch his other videos) and Maharaja Ranjit Singh or Banda Singh Ji Bahadur never wore kalgi. These are added in pictures as a representation.