The owl-eyed, slightly alarmed expression is a common feature of the breed as opposed to a reaction to the custom headgear.
From the adorable and only mildly alarming Tumblr Rats In Hats, wherein rats are pictured wearing hats.
Their motto: ‘Send Us A Rat In A Hat’.
(As commenters ‘H’ and ‘Cosmia’ correctly point out, many of these creatures are not rats. We hope this does not impugn an otherwise fine display of rodent millinery.)