While that's usually a fair point, this case seems much less certain. For one thing, from what I've seen, a good number of them already wear clothes that are (mostly) their usual in the cases where a particular costume can be identified at all. And the other side of that is where the "costume" is identical the other characters' costumes.
By way of example, cosplaying Naruko means...what, exactly? In most cases she'll be wearing a variation of Naruto's orange getup, in which case someone imitating that style will probably be called out for cosplaying Naruto himself, rather than the gender inversion. And of course, that makes sense: if you were to graph it, Naruto would be the "parent node" of both that outfit and Naruko. In the case that she's not wearing different clothes, I still find it rather unlikely that there will ever be any single unified thing that could be identified as "Naruko's Costume."
In a similar vein, cosplaying Kyonko is not unlike cosplaying Nagato Yuki. Is there demonstrably some particular set of clothing outside of the "standard" Haruhi high school girls' uniform that can be reliably attributed to Kyonko? If there isn't, I can't honestly see that there could be any conflict (and of course the same holds for the entire genderswapped cast in that case).