You don't usually get teenagers thinking "oh no I wore my slippers in Tesco when I was 6, now I don't know how to put on appropriate clothing!!!!"
You don't get adults (who have been otherwise socialised and exposed to social norms around workplaces, cinemas, shops, banks, schools etc) thinking that you go to work in your slippers.
You DO get neurodivergent people with sensory issues, who feel that comfortable clothes help them make it round the supermarket.
You DO get small children who are dealing with the world and who love their PJs and want to wear them.
As long as it doesnt damage the clothes or the home (like wearing slippers through a puddle then going into the living room) then crack on, let them wear what they want so long as it's hygienic and doesn't expose their bodies.
The short answer here is - either they need it to feel comfortable, in which case let them; or they want it because it's fun, in which case let them. If they get indoor PJs dirty, swap 'em out at home and put them in the wash.
There really is no such thing as a rod for your own back when it comes to clothes. And honestly, most things don't matter when you really examine them.