the fact is that it's an example of cultural appropriation, reinforces stereotypes, and is pretty offensive - you saying "omg get over it, it's just for fun" doesn't somehow make it harmless.
in the tribes that use them, the headdresses are an important spiritual and political symbol that only certain members of a tribe can wear. so no, they're not worn just "for fun" and to "stomp around together" like the way white people do when they wear them as a "fashion statement" at music festivals.
on top of all the bullshit that Native Americans have had to endure in their history since white people showed up to kill them and take their land, this little act of cultural appropriation is just the cherry on top.
https://en.wikipedia.org/wiki/War_bonnet