As Rinku_Bny said above, you're free to use the Hat/Costume suggestion thread to recommend any hats you would like to see in-game!
A while back, our only methods of implementing those were via custom quests, through seasonal adds on the Nova Shop or with seasonal events (such as Summer! and Halloween).
Due to theme restrictions, there is, sadly, little to innovate about them.
Going forward, with the new GM Event Boxes for example, "cool" themes will not be as hard to come by (as seen with the Clock Tower Event Box), and we are definitely work towards achieving a balance that works out for all hat collectors out there. This was a design philosophy of the Event Boxes since day one of development.
To add to that, you can partly blame official servers design policy, as their latest costume releases are leaning hard towards the cutesy side of the spectrum.