I think it's unusual, and my thought would be that they might be on their way to some kind of charity or family event where it would be fitting.
BUT, looking at the dreadful experiences that some of our community on BT have been through - some as recently as this week, some years ago - it strikes me that the thing they say again and again is that it's as if their baby hasn't ever been real to some of their friends/family. It's as if their baby's existence is just brushed under the carpet; they don't get to show off photos, talk about their baby, any of the things other parents do. I feel privileged to have seen photos of some BTers' babies who were stillborn or who died very soon after birth. Of course it's upsetting, but at the same time those babies are very much still part of their family.
One poster, who has done loads to raise awareness and money for SANDS, the stillbirth charity, posted about this a couple of days ago, about how she is a mother of three even though only two of her boys are with her now.
(And, incidentally, another big cheer for the Reading BTers who raised phenomenal amounts of money at the "Mummy Loves Cake" sale yesterday, proceeds to SANDS)
Maybe the t-shirt wearing woman was going to something like that; or maybe she just doesn't have any other way to commemorate this baby's life.