Any similar request to a US officer on exchange to conform to UK dress regs would be met with a swift "Sir, No, Sir!" and backed up the hilt by his national CoC, the general should have done a bit of digging about other nations regulations before going off on one.
We had enough trouble getting one of our USAF exchange officers permission to wear UK AEA, and he was thoroughly onside, it was the US CoC who were bring obstructive.